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 | 1.42% | 0.72 CHF | 0.73 CHF | 40'000 | 40'000 | 39'753 | 39'753 | 28'093 CHF | 28'493 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 40'000 | 40'000 | 39'927 | 39'927 | 26'691 CHF | 27'091 CHF | 100.00% | 100.00% |
14.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 40'000 | 40'000 | 39'254 | 39'254 | 27'211 CHF | 27'611 CHF | 100.00% | 100.00% |
13.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 40'000 | 40'000 | 39'961 | 39'961 | 27'981 CHF | 28'381 CHF | 99.45% | 99.45% |
10.05.2024 | 2.27% | 0.74 CHF | 0.75 CHF | 40'000 | 40'000 | 36'387 | 36'387 | 25'699 CHF | 26'087 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 40'000 | 40'000 | 39'868 | 39'868 | 25'174 CHF | 25'574 CHF | 98.93% | 98.93% |
07.05.2024 | 1.73% | 0.53 CHF | 0.54 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 23'053 CHF | 23'453 CHF | 99.59% | 99.59% |
06.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'815 CHF | 24'215 CHF | 100.00% | 100.00% |
03.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'926 CHF | 24'326 CHF | 96.42% | 96.42% |
02.05.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'900 CHF | 24'300 CHF | 96.89% | 96.89% |