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 | 1.26% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'280 CHF | 39'986 CHF | 99.30% | 99.30% |
15.05.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'316 | 49'489 | 51'277 CHF | 42'579 CHF | 98.93% | 98.93% |
14.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 59'108 | 49'363 | 52'659 CHF | 44'476 CHF | 99.99% | 99.99% |
13.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'358 CHF | 45'798 CHF | 100.00% | 100.00% |
10.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'659 CHF | 46'883 CHF | 100.00% | 100.00% |
08.05.2024 | 1.02% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 59'274 | 50'000 | 57'625 CHF | 49'132 CHF | 100.00% | 100.00% |
07.05.2024 | 0.98% | 1.01 CHF | 1.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'010 CHF | 51'510 CHF | 96.76% | 96.76% |
06.05.2024 | 0.97% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 50'105 | 49'876 | 51'730 CHF | 52'003 CHF | 100.00% | 100.00% |
03.05.2024 | 1.63% | 1.05 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'101 CHF | 27'547 CHF | 98.63% | 98.63% |
02.05.2024 | 1.64% | 1.14 CHF | 1.15 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 27'795 CHF | 28'255 CHF | 98.17% | 98.17% |