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 | 1.18% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 62'152 | 50'000 | 52'467 CHF | 42'738 CHF | 99.25% | 99.25% |
15.05.2024 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'212 | 49'759 | 53'332 CHF | 42'531 CHF | 98.90% | 98.90% |
14.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'534 CHF | 43'445 CHF | 100.00% | 100.00% |
13.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'193 CHF | 43'161 CHF | 100.00% | 100.00% |
10.05.2024 | 1.16% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'343 CHF | 43'286 CHF | 100.00% | 100.00% |
08.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'648 CHF | 45'206 CHF | 98.86% | 98.86% |
07.05.2024 | 1.05% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'719 CHF | 47'766 CHF | 96.43% | 96.43% |
06.05.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 55'552 | 50'000 | 55'266 CHF | 50'278 CHF | 100.00% | 100.00% |
03.05.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 78'190 CHF | 78'940 CHF | 65.58% | 65.58% |
02.05.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 81'960 CHF | 82'710 CHF | 99.40% | 99.40% |