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 | 1.03% | 0.98 CHF | 0.99 CHF | 60'000 | 60'000 | 60'000 | 36'513 | 57'903 CHF | 35'600 CHF | 99.59% | 99.59% |
15.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 60'000 | 36'541 | 56'305 CHF | 34'587 CHF | 99.16% | 99.16% |
14.05.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'000 | 36'543 | 53'812 CHF | 33'166 CHF | 98.86% | 98.86% |
13.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 60'000 | 60'000 | 36'494 | 52'016 CHF | 32'179 CHF | 99.51% | 99.51% |
10.05.2024 | 1.05% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'000 | 36'397 | 56'857 CHF | 34'648 CHF | 98.57% | 98.57% |
08.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'568 | 36'291 | 51'346 CHF | 31'190 CHF | 98.45% | 98.45% |
07.05.2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 67'798 | 36'470 | 55'942 CHF | 30'553 CHF | 97.38% | 97.38% |
06.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 60'000 | 60'231 | 36'479 | 50'761 CHF | 31'127 CHF | 98.36% | 98.36% |
03.05.2024 | 1.22% | 0.79 CHF | 0.80 CHF | 70'000 | 60'000 | 69'685 | 36'383 | 56'568 CHF | 29'780 CHF | 98.90% | 98.90% |
02.05.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 70'000 | 60'000 | 70'000 | 36'875 | 55'235 CHF | 29'523 CHF | 94.38% | 94.38% |