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 | 2.11% | 0.99 CHF | 1.01 CHF | 60'000 | 50'000 | 56'112 | 50'000 | 55'778 CHF | 50'827 CHF | 99.30% | 99.30% |
15.05.2024 | 2.35% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 49'489 | 55'525 CHF | 46'871 CHF | 98.93% | 98.93% |
14.05.2024 | 2.48% | 0.90 CHF | 0.93 CHF | 60'000 | 50'000 | 59'106 | 49'361 | 52'631 CHF | 45'056 CHF | 99.99% | 99.99% |
13.05.2024 | 2.54% | 0.85 CHF | 0.87 CHF | 60'000 | 50'000 | 67'117 | 50'000 | 55'342 CHF | 42'333 CHF | 100.00% | 100.00% |
10.05.2024 | 2.42% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'631 | 50'000 | 51'285 CHF | 43'337 CHF | 100.00% | 100.00% |
08.05.2024 | 2.33% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'629 CHF | 44'890 CHF | 99.18% | 99.18% |
07.05.2024 | 2.34% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 60'837 | 50'000 | 53'283 CHF | 44'857 CHF | 80.61% | 80.61% |
06.05.2024 | 2.33% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'018 CHF | 46'073 CHF | 100.00% | 100.00% |
03.05.2024 | 2.15% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'103 CHF | 48'619 CHF | 98.63% | 98.63% |
02.05.2024 | 2.21% | 0.96 CHF | 0.98 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'897 CHF | 48'473 CHF | 99.12% | 99.12% |