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 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'223 CHF | 44'853 CHF | 100.00% | 100.00% |
16.05.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 61'171 | 50'000 | 52'084 CHF | 43'095 CHF | 99.29% | 99.29% |
15.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 57'203 CHF | 41'364 CHF | 97.95% | 97.95% |
14.05.2024 | 1.30% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 68'850 | 49'361 | 53'320 CHF | 38'726 CHF | 99.97% | 99.97% |
13.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'501 CHF | 39'429 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'086 CHF | 39'847 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'653 CHF | 37'395 CHF | 100.00% | 100.00% |
07.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'004 | 50'000 | 52'581 CHF | 38'056 CHF | 96.44% | 96.44% |
06.05.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'544 CHF | 35'215 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 79'842 | 50'000 | 54'358 CHF | 34'545 CHF | 94.34% | 94.34% |