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 | 1.34% | 0.75 CHF | 0.76 CHF | 70'000 | 60'000 | 70'000 | 36'515 | 51'864 CHF | 27'424 CHF | 99.61% | 99.61% |
15.05.2024 | 1.39% | 0.75 CHF | 0.76 CHF | 70'000 | 60'000 | 74'782 | 36'542 | 53'397 CHF | 26'419 CHF | 99.18% | 99.18% |
14.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 80'000 | 60'000 | 80'000 | 36'625 | 53'861 CHF | 25'049 CHF | 97.65% | 97.65% |
13.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 80'000 | 60'000 | 80'036 | 36'495 | 51'545 CHF | 24'043 CHF | 99.53% | 99.53% |
10.05.2024 | 1.37% | 0.68 CHF | 0.69 CHF | 80'000 | 60'000 | 72'155 | 36'396 | 52'193 CHF | 26'515 CHF | 98.57% | 98.57% |
08.05.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 80'000 | 60'000 | 85'776 | 36'291 | 53'490 CHF | 23'075 CHF | 98.47% | 98.47% |
07.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 60'000 | 90'000 | 36'470 | 54'231 CHF | 22'411 CHF | 97.39% | 97.39% |
06.05.2024 | 1.60% | 0.62 CHF | 0.63 CHF | 90'000 | 60'000 | 88'317 | 36'480 | 54'839 CHF | 23'027 CHF | 98.38% | 98.38% |
03.05.2024 | 1.69% | 0.56 CHF | 0.57 CHF | 90'000 | 60'000 | 89'933 | 36'353 | 52'868 CHF | 21'615 CHF | 98.77% | 98.77% |
02.05.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 90'000 | 60'000 | 92'754 | 36'764 | 52'255 CHF | 21'156 CHF | 95.00% | 95.00% |