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 | 1.96% | 0.59 CHF | 0.60 CHF | 70'000 | 70'000 | 68'747 | 67'697 | 36'173 CHF | 36'181 CHF | 100.00% | 100.00% |
15.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 68'655 | 67'602 | 46'678 CHF | 46'568 CHF | 99.80% | 99.80% |
14.05.2024 | 1.67% | 0.70 CHF | 0.71 CHF | 70'000 | 70'000 | 68'808 | 67'757 | 42'219 CHF | 42'216 CHF | 100.00% | 100.00% |
13.05.2024 | 1.26% | 0.71 CHF | 0.72 CHF | 70'000 | 70'000 | 68'816 | 67'674 | 56'095 CHF | 55'772 CHF | 100.00% | 100.00% |
10.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 70'000 | 70'000 | 68'811 | 67'756 | 66'662 CHF | 66'297 CHF | 99.57% | 99.57% |
08.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 70'000 | 70'000 | 68'788 | 67'729 | 72'019 CHF | 71'492 CHF | 99.29% | 99.29% |
07.05.2024 | 1.02% | 1.13 CHF | 1.14 CHF | 70'000 | 70'000 | 68'764 | 67'713 | 69'830 CHF | 69'490 CHF | 100.00% | 100.00% |
06.05.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 70'000 | 70'000 | 68'814 | 67'764 | 62'781 CHF | 62'505 CHF | 100.00% | 100.00% |
03.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 70'000 | 70'000 | 68'826 | 67'775 | 63'661 CHF | 63'405 CHF | 99.98% | 99.98% |
02.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 70'000 | 70'000 | 68'814 | 67'764 | 63'645 CHF | 63'395 CHF | 100.00% | 100.00% |