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 | 1.61% | 0.91 CHF | 0.93 CHF | 60'000 | 25'000 | 58'715 | 25'000 | 56'102 CHF | 24'308 CHF | 100.00% | 100.00% |
16.05.2024 | 1.58% | 0.97 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'632 CHF | 23'548 CHF | 99.25% | 99.25% |
15.05.2024 | 1.69% | 0.93 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 24'952 | 56'291 CHF | 23'807 CHF | 98.75% | 98.75% |
14.05.2024 | 1.58% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'885 CHF | 23'232 CHF | 95.83% | 95.83% |
13.05.2024 | 1.69% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 59'987 | 25'000 | 54'979 CHF | 23'303 CHF | 91.37% | 91.37% |
10.05.2024 | 1.80% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 55'071 | 23'703 | 49'028 CHF | 21'480 CHF | 100.00% | 100.00% |
08.05.2024 | 2.13% | 0.79 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'723 CHF | 19'235 CHF | 100.00% | 100.00% |
07.05.2024 | 1.90% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'477 CHF | 19'829 CHF | 97.06% | 97.06% |
06.05.2024 | 2.27% | 0.72 CHF | 0.74 CHF | 70'000 | 25'000 | 79'651 | 25'000 | 54'566 CHF | 17'524 CHF | 96.91% | 96.91% |
03.05.2024 | 2.30% | 0.65 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'849 CHF | 16'899 CHF | 97.92% | 97.92% |