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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'766 CHF | 27'166 CHF | 100.00% | 100.00% |
16.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 40'000 | 40'000 | 39'952 | 39'952 | 27'311 CHF | 27'711 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 40'000 | 40'000 | 39'927 | 39'927 | 26'449 CHF | 26'849 CHF | 100.00% | 100.00% |
14.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 40'000 | 40'000 | 39'977 | 39'977 | 24'696 CHF | 25'096 CHF | 100.00% | 100.00% |
13.05.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 23'912 CHF | 24'312 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 25'836 CHF | 26'336 CHF | 100.00% | 100.00% |
08.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'211 CHF | 21'711 CHF | 99.25% | 99.25% |
07.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 51'519 | 51'519 | 18'693 CHF | 19'209 CHF | 97.37% | 97.37% |
06.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'299 CHF | 19'799 CHF | 100.00% | 100.00% |
03.05.2024 | 2.56% | 0.38 CHF | 0.39 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 23'186 CHF | 23'786 CHF | 99.98% | 99.98% |