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 | 1.13% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'005 CHF | 44'671 CHF | 99.29% | 99.29% |
15.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 60'127 | 49'753 | 51'108 CHF | 42'797 CHF | 98.93% | 98.93% |
14.05.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 68'850 | 49'361 | 55'386 CHF | 40'207 CHF | 99.97% | 99.97% |
13.05.2024 | 1.23% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'601 CHF | 40'929 CHF | 100.00% | 100.00% |
10.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'516 | 50'000 | 56'779 CHF | 41'347 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'960 CHF | 39'043 CHF | 100.00% | 100.00% |
07.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'853 CHF | 39'681 CHF | 96.44% | 96.44% |
06.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'381 | 50'000 | 51'133 CHF | 36'831 CHF | 100.00% | 100.00% |
03.05.2024 | 1.40% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 77'610 | 50'000 | 55'178 CHF | 36'084 CHF | 94.34% | 94.34% |
02.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'351 CHF | 33'219 CHF | 99.13% | 99.13% |