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 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'930 | 75'000 | 54'596 CHF | 46'283 CHF | 98.70% | 98.70% |
15.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'641 | 74'243 | 51'621 CHF | 47'715 CHF | 98.94% | 98.94% |
14.05.2024 | 1.73% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 83'509 | 72'040 | 51'549 CHF | 45'254 CHF | 99.99% | 99.99% |
13.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'290 | 75'000 | 52'646 CHF | 49'937 CHF | 99.19% | 99.19% |
10.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 88'618 | 75'000 | 54'476 CHF | 46'876 CHF | 100.00% | 100.00% |
08.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 94'112 | 75'000 | 52'312 CHF | 42'479 CHF | 99.38% | 99.38% |
07.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'256 | 75'000 | 53'717 CHF | 41'350 CHF | 98.30% | 98.30% |
06.05.2024 | 1.83% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 99'364 | 75'000 | 53'854 CHF | 41'407 CHF | 100.00% | 100.00% |
03.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'878 | 75'000 | 52'143 CHF | 39'535 CHF | 98.64% | 98.64% |
02.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 104'097 | 75'000 | 51'780 CHF | 38'122 CHF | 99.13% | 99.13% |