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 | 1.12% | 0.85 CHF | 0.86 CHF | 75'000 | 75'000 | 74'937 | 74'937 | 66'751 CHF | 67'501 CHF | 100.00% | 100.00% |
15.05.2024 | 1.04% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 74'853 | 74'853 | 71'904 CHF | 72'654 CHF | 100.00% | 100.00% |
14.05.2024 | 1.00% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 74'378 CHF | 75'128 CHF | 100.00% | 100.00% |
13.05.2024 | 1.04% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'018 CHF | 72'768 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'414 CHF | 66'164 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 74'985 | 74'985 | 69'125 CHF | 69'875 CHF | 99.63% | 99.63% |
07.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 71'474 CHF | 72'224 CHF | 100.00% | 100.00% |
06.05.2024 | 1.14% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 65'526 CHF | 66'276 CHF | 100.00% | 100.00% |
03.05.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'640 CHF | 69'390 CHF | 100.00% | 100.00% |
02.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'406 CHF | 64'156 CHF | 100.00% | 100.00% |