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 | 1.01% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 58'100 | 15'216 | 57'269 CHF | 15'188 CHF | 99.67% | 99.67% |
15.05.2024 | 1.08% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 59'075 | 15'274 | 54'679 CHF | 14'487 CHF | 97.60% | 97.60% |
14.05.2024 | 0.98% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 52'459 | 15'243 | 52'945 CHF | 15'412 CHF | 98.70% | 98.70% |
13.05.2024 | 0.94% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 50'614 | 15'219 | 53'851 CHF | 16'203 CHF | 99.58% | 99.58% |
10.05.2024 | 0.98% | 1.10 CHF | 1.11 CHF | 50'000 | 25'000 | 51'048 | 15'164 | 52'094 CHF | 15'763 CHF | 98.60% | 98.60% |
08.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 56'828 | 15'216 | 55'534 CHF | 15'137 CHF | 99.68% | 99.68% |
07.05.2024 | 1.16% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 62'591 | 15'218 | 53'379 CHF | 13'270 CHF | 99.61% | 99.61% |
06.05.2024 | 1.21% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 67'250 | 15'216 | 55'429 CHF | 12'625 CHF | 99.67% | 99.67% |
03.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'648 | 15'216 | 53'307 CHF | 13'474 CHF | 99.66% | 99.66% |
02.05.2024 | 1.18% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 64'940 | 15'225 | 54'906 CHF | 13'233 CHF | 99.22% | 99.22% |