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 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 30'000 | 90'000 | 30'000 | 52'195 CHF | 17'698 CHF | 99.54% | 99.54% |
15.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 30'000 | 89'946 | 30'000 | 54'702 CHF | 18'546 CHF | 99.50% | 99.50% |
14.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 30'000 | 88'725 | 30'000 | 54'818 CHF | 18'841 CHF | 99.55% | 99.55% |
13.05.2024 | 1.70% | 0.60 CHF | 0.61 CHF | 90'000 | 30'000 | 90'000 | 30'000 | 52'484 CHF | 17'795 CHF | 99.51% | 99.51% |
10.05.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 30'000 | 90'004 | 30'000 | 52'791 CHF | 17'896 CHF | 97.48% | 97.48% |
08.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 30'000 | 89'764 | 30'000 | 54'778 CHF | 18'609 CHF | 99.55% | 99.55% |
07.05.2024 | 1.71% | 0.53 CHF | 0.54 CHF | 100'000 | 30'000 | 92'449 | 30'000 | 53'782 CHF | 17'799 CHF | 99.56% | 99.56% |
06.05.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 30'000 | 91'883 | 30'000 | 51'597 CHF | 17'156 CHF | 99.55% | 99.55% |
03.05.2024 | 1.76% | 0.54 CHF | 0.55 CHF | 100'000 | 30'000 | 91'344 | 30'000 | 51'318 CHF | 17'161 CHF | 99.23% | 99.23% |
02.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 30'000 | 99'223 | 30'000 | 54'286 CHF | 16'716 CHF | 99.53% | 99.53% |