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 | 0.85% | 1.16 CHF | 1.17 CHF | 70'000 | 70'000 | 69'895 | 69'895 | 81'722 CHF | 82'422 CHF | 100.00% | 100.00% |
15.05.2024 | 0.89% | 1.15 CHF | 1.16 CHF | 80'000 | 80'000 | 77'696 | 77'696 | 87'473 CHF | 88'251 CHF | 100.00% | 100.00% |
14.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 90'000 | 90'000 | 89'996 | 89'996 | 102'183 CHF | 103'083 CHF | 99.99% | 99.99% |
13.05.2024 | 1.39% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'568 CHF | 72'568 CHF | 99.83% | 99.83% |
10.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 101'998 | 101'998 | 68'322 CHF | 69'342 CHF | 100.00% | 100.00% |
08.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'194 CHF | 67'194 CHF | 98.93% | 98.93% |
07.05.2024 | 1.61% | 0.66 CHF | 0.67 CHF | 110'000 | 110'000 | 109'832 | 109'832 | 67'923 CHF | 69'023 CHF | 99.89% | 99.89% |
06.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 67'918 CHF | 69'018 CHF | 100.00% | 100.00% |
03.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 110'000 | 110'000 | 118'575 | 118'575 | 68'994 CHF | 70'179 CHF | 100.00% | 100.00% |
02.05.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 69'053 CHF | 70'253 CHF | 98.17% | 98.17% |