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 | 1.31% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 53'303 CHF | 15'429 CHF | 99.54% | 99.54% |
15.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 20'000 | 69'941 | 20'000 | 56'583 CHF | 16'381 CHF | 99.50% | 99.50% |
14.05.2024 | 1.20% | 0.81 CHF | 0.82 CHF | 70'000 | 20'000 | 68'321 | 20'000 | 56'402 CHF | 16'719 CHF | 99.53% | 99.53% |
13.05.2024 | 1.29% | 0.80 CHF | 0.81 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 53'797 CHF | 15'571 CHF | 99.51% | 99.51% |
10.05.2024 | 1.28% | 0.72 CHF | 0.73 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 54'204 CHF | 15'687 CHF | 98.24% | 98.24% |
08.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 20'000 | 68'964 | 20'000 | 56'177 CHF | 16'499 CHF | 99.55% | 99.55% |
07.05.2024 | 1.30% | 0.69 CHF | 0.70 CHF | 80'000 | 20'000 | 72'431 | 20'000 | 55'612 CHF | 15'622 CHF | 99.56% | 99.56% |
06.05.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 70'000 | 20'000 | 70'851 | 20'000 | 52'191 CHF | 14'940 CHF | 99.54% | 99.54% |
03.05.2024 | 1.35% | 0.71 CHF | 0.72 CHF | 80'000 | 20'000 | 70'522 | 20'000 | 52'010 CHF | 14'954 CHF | 98.14% | 98.14% |
02.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 20'000 | 74'354 | 20'000 | 53'079 CHF | 14'488 CHF | 99.53% | 99.53% |