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 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 60'000 | 62'884 | 36'519 | 52'989 CHF | 30'985 CHF | 99.68% | 99.68% |
16.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 36'520 | 52'257 CHF | 32'198 CHF | 99.68% | 99.68% |
15.05.2024 | 1.10% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 36'550 | 54'089 CHF | 33'382 CHF | 99.19% | 99.19% |
14.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 60'000 | 60'000 | 36'595 | 56'902 CHF | 35'034 CHF | 98.19% | 98.19% |
13.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 59'950 | 36'496 | 58'486 CHF | 35'796 CHF | 99.58% | 99.58% |
10.05.2024 | 1.11% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 36'394 | 53'858 CHF | 33'251 CHF | 98.61% | 98.61% |
08.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60'000 | 60'000 | 52'101 | 36'292 | 52'199 CHF | 36'678 CHF | 98.52% | 98.52% |
07.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 52'157 | 36'471 | 53'316 CHF | 37'583 CHF | 97.44% | 97.44% |
06.05.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 53'118 | 36'481 | 53'106 CHF | 36'844 CHF | 98.42% | 98.42% |
03.05.2024 | 0.96% | 1.06 CHF | 1.07 CHF | 60'000 | 60'000 | 52'210 | 36'281 | 54'174 CHF | 38'095 CHF | 98.49% | 98.49% |