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 | 0.95% | 1.07 CHF | 1.08 CHF | 60'000 | 60'000 | 52'173 | 36'519 | 54'893 CHF | 38'937 CHF | 99.67% | 99.67% |
16.05.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 60'000 | 60'000 | 52'173 | 36'519 | 52'813 CHF | 37'338 CHF | 99.67% | 99.67% |
15.05.2024 | 1.01% | 1.02 CHF | 1.03 CHF | 60'000 | 60'000 | 56'371 | 36'550 | 55'600 CHF | 36'380 CHF | 99.18% | 99.18% |
14.05.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 60'000 | 60'000 | 60'000 | 36'547 | 56'756 CHF | 34'962 CHF | 98.91% | 98.91% |
13.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60'000 | 60'000 | 60'000 | 36'497 | 54'966 CHF | 33'975 CHF | 99.57% | 99.57% |
10.05.2024 | 1.00% | 0.95 CHF | 0.96 CHF | 60'000 | 60'000 | 53'251 | 36'394 | 52'987 CHF | 36'423 CHF | 98.60% | 98.60% |
08.05.2024 | 1.11% | 0.91 CHF | 0.92 CHF | 60'000 | 60'000 | 60'000 | 36'292 | 53'815 CHF | 32'968 CHF | 98.52% | 98.52% |
07.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 36'471 | 52'485 CHF | 32'349 CHF | 97.43% | 97.43% |
06.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 36'481 | 53'503 CHF | 32'906 CHF | 98.42% | 98.42% |
03.05.2024 | 1.16% | 0.83 CHF | 0.84 CHF | 70'000 | 60'000 | 60'598 | 36'303 | 52'121 CHF | 31'474 CHF | 98.59% | 98.59% |