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 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 58'566 | 29'758 | 57'910 CHF | 29'768 CHF | 96.35% | 96.35% |
15.05.2024 | 1.05% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 60'000 | 30'431 | 56'926 CHF | 29'318 CHF | 99.66% | 99.66% |
14.05.2024 | 1.07% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 30'431 | 56'031 CHF | 28'744 CHF | 99.65% | 99.65% |
13.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 30'431 | 54'130 CHF | 27'801 CHF | 99.66% | 99.66% |
10.05.2024 | 1.11% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 30'328 | 53'650 CHF | 27'310 CHF | 98.61% | 98.61% |
08.05.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 30'430 | 51'684 CHF | 26'453 CHF | 99.66% | 99.66% |
07.05.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 30'441 | 52'199 CHF | 26'797 CHF | 99.46% | 99.46% |
06.05.2024 | 1.17% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 62'107 | 30'452 | 52'551 CHF | 26'142 CHF | 99.27% | 99.27% |
03.05.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 30'457 | 52'584 CHF | 27'076 CHF | 99.05% | 99.05% |
02.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 30'419 | 52'930 CHF | 20'464 CHF | 99.60% | 99.60% |