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 | 1.19% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 66'979 | 36'519 | 55'708 CHF | 30'980 CHF | 99.68% | 99.68% |
16.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70'000 | 60'000 | 70'000 | 36'520 | 55'833 CHF | 29'487 CHF | 99.68% | 99.68% |
15.05.2024 | 1.29% | 0.81 CHF | 0.82 CHF | 70'000 | 60'000 | 70'000 | 36'550 | 53'860 CHF | 28'425 CHF | 99.18% | 99.18% |
14.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 70'000 | 60'000 | 70'113 | 36'546 | 51'066 CHF | 27'011 CHF | 98.92% | 98.92% |
13.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80'000 | 60'000 | 78'078 | 36'496 | 54'536 CHF | 26'053 CHF | 99.58% | 99.58% |
10.05.2024 | 1.28% | 0.73 CHF | 0.74 CHF | 70'000 | 60'000 | 70'000 | 36'394 | 54'511 CHF | 28'498 CHF | 98.61% | 98.61% |
08.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 60'000 | 80'000 | 36'292 | 54'332 CHF | 25'074 CHF | 98.52% | 98.52% |
07.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 60'000 | 80'000 | 36'471 | 52'601 CHF | 24'419 CHF | 97.44% | 97.44% |
06.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 60'000 | 80'000 | 36'481 | 53'938 CHF | 24'981 CHF | 98.42% | 98.42% |
03.05.2024 | 1.54% | 0.62 CHF | 0.63 CHF | 90'000 | 60'000 | 81'334 | 36'326 | 52'294 CHF | 23'614 CHF | 98.66% | 98.66% |