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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80'000 | 60'000 | 80'000 | 36'520 | 54'508 CHF | 25'044 CHF | 99.68% | 99.68% |
16.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 80'000 | 60'000 | 78'216 | 36'520 | 55'459 CHF | 26'288 CHF | 99.68% | 99.68% |
15.05.2024 | 1.34% | 0.70 CHF | 0.71 CHF | 80'000 | 60'000 | 70'153 | 36'551 | 51'897 CHF | 27'471 CHF | 99.19% | 99.19% |
14.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70'000 | 60'000 | 70'000 | 36'546 | 54'983 CHF | 29'035 CHF | 98.93% | 98.93% |
13.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 60'000 | 70'000 | 36'497 | 56'977 CHF | 29'893 CHF | 99.58% | 99.58% |
10.05.2024 | 1.35% | 0.78 CHF | 0.79 CHF | 70'000 | 60'000 | 70'000 | 36'394 | 51'486 CHF | 27'347 CHF | 98.61% | 98.61% |
08.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 70'000 | 60'000 | 61'961 | 36'292 | 52'015 CHF | 30'781 CHF | 98.53% | 98.53% |
07.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 60'000 | 36'471 | 51'563 CHF | 31'626 CHF | 97.44% | 97.44% |
06.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 61'811 | 36'481 | 51'796 CHF | 30'941 CHF | 98.43% | 98.43% |
03.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'171 | 36'391 | 52'606 CHF | 32'295 CHF | 99.01% | 99.01% |