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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.39% | 0.68 CHF | 0.69 CHF | 80'000 | 60'000 | 75'029 | 36'542 | 53'757 CHF | 26'634 CHF | 99.18% | 99.18% |
14.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 70'000 | 60'000 | 70'000 | 36'544 | 53'371 CHF | 28'189 CHF | 98.86% | 98.86% |
13.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 60'000 | 70'000 | 36'495 | 55'321 CHF | 29'035 CHF | 99.52% | 99.52% |
10.05.2024 | 1.39% | 0.76 CHF | 0.77 CHF | 70'000 | 60'000 | 77'371 | 36'396 | 55'043 CHF | 26'500 CHF | 98.57% | 98.57% |
08.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 60'000 | 69'867 | 36'291 | 56'969 CHF | 29'894 CHF | 98.47% | 98.47% |
07.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 63'864 | 36'470 | 53'288 CHF | 30'737 CHF | 97.39% | 97.39% |
06.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 70'000 | 36'480 | 57'100 CHF | 30'103 CHF | 98.38% | 98.38% |
03.05.2024 | 1.17% | 0.87 CHF | 0.88 CHF | 60'000 | 60'000 | 61'114 | 36'203 | 51'939 CHF | 31'249 CHF | 98.14% | 98.14% |
02.05.2024 | 1.13% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 36'868 | 53'011 CHF | 32'887 CHF | 94.39% | 94.39% |
30.04.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 70'000 | 60'000 | 70'000 | 36'307 | 53'574 CHF | 28'256 CHF | 98.75% | 98.75% |