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 | 1.53% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'114 CHF | 47'481 CHF | 99.25% | 99.25% |
15.05.2024 | 1.18% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 58'048 | 49'447 | 56'625 CHF | 48'865 CHF | 98.90% | 98.90% |
14.05.2024 | 1.20% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'792 | 50'000 | 51'496 CHF | 51'336 CHF | 100.00% | 100.00% |
13.05.2024 | 1.23% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'735 CHF | 46'179 CHF | 100.00% | 100.00% |
10.05.2024 | 1.50% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'111 | 50'000 | 52'149 CHF | 44'035 CHF | 100.00% | 100.00% |
08.05.2024 | 1.62% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 60'065 | 50'000 | 53'603 CHF | 45'352 CHF | 95.09% | 95.09% |
07.05.2024 | 1.64% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'302 CHF | 46'849 CHF | 96.70% | 96.70% |
06.05.2024 | 1.30% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'800 CHF | 46'264 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 59'539 | 50'000 | 56'775 CHF | 48'442 CHF | 97.92% | 97.92% |
02.05.2024 | 1.35% | 0.96 CHF | 0.97 CHF | 60'000 | 50'000 | 56'675 | 50'000 | 55'741 CHF | 49'903 CHF | 96.46% | 96.46% |