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 | 1.65% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 59'951 | 25'000 | 55'319 CHF | 23'452 CHF | 99.25% | 99.25% |
15.05.2024 | 1.69% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 24'952 | 54'695 CHF | 23'133 CHF | 98.73% | 98.73% |
14.05.2024 | 1.63% | 0.94 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'255 CHF | 23'825 CHF | 95.83% | 95.83% |
13.05.2024 | 1.69% | 0.94 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'203 CHF | 23'817 CHF | 91.37% | 91.37% |
10.05.2024 | 1.79% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 54'557 | 23'703 | 52'720 CHF | 23'301 CHF | 100.00% | 100.00% |
08.05.2024 | 1.25% | 1.14 CHF | 1.16 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 58'912 CHF | 29'827 CHF | 100.00% | 100.00% |
07.05.2024 | 1.29% | 1.20 CHF | 1.21 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 57'705 CHF | 29'226 CHF | 97.06% | 97.06% |
06.05.2024 | 1.19% | 1.21 CHF | 1.23 CHF | 50'000 | 25'000 | 44'204 | 25'000 | 55'062 CHF | 31'546 CHF | 96.91% | 96.91% |
03.05.2024 | 1.17% | 1.29 CHF | 1.30 CHF | 40'000 | 25'000 | 40'358 | 25'000 | 51'442 CHF | 32'249 CHF | 97.92% | 97.92% |
02.05.2024 | 1.18% | 1.29 CHF | 1.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 64'439 CHF | 65'201 CHF | 99.40% | 99.40% |