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 | 1.33% | 0.78 CHF | 0.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'978 CHF | 15'178 CHF | 99.77% | 99.77% |
15.05.2024 | 1.24% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'044 CHF | 16'244 CHF | 99.37% | 99.37% |
14.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 15'825 CHF | 16'025 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'642 CHF | 16'842 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'281 CHF | 16'481 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'381 CHF | 18'581 CHF | 100.00% | 100.00% |
07.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'870 CHF | 19'070 CHF | 99.75% | 99.75% |
06.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'089 CHF | 19'289 CHF | 99.53% | 99.53% |
03.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 19'331 CHF | 19'531 CHF | 99.72% | 99.72% |
02.05.2024 | 0.97% | 1.02 CHF | 1.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 20'537 CHF | 20'737 CHF | 100.00% | 100.00% |