Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 1.47% | 0.69 CHF | 0.70 CHF | 90'000 | 90'000 | 89'864 | 89'864 | 60'943 CHF | 61'843 CHF | 100.00% | 100.00% |
15.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 99'821 | 99'821 | 54'473 CHF | 55'473 CHF | 100.00% | 100.00% |
14.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 89'949 | 89'949 | 47'330 CHF | 48'230 CHF | 100.00% | 100.00% |
13.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 52'994 CHF | 53'894 CHF | 100.00% | 100.00% |
10.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 90'000 | 90'000 | 92'011 | 92'011 | 54'725 CHF | 55'645 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'570 CHF | 53'570 CHF | 99.09% | 99.09% |
07.05.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 103'489 | 103'489 | 49'624 CHF | 50'661 CHF | 100.00% | 100.00% |
06.05.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 49'766 CHF | 50'866 CHF | 100.00% | 100.00% |
03.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 46'999 CHF | 48'099 CHF | 99.98% | 99.98% |
02.05.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 46'326 CHF | 47'426 CHF | 100.00% | 100.00% |