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 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'451 CHF | 71'201 CHF | 99.25% | 99.25% |
15.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 74'254 | 74'254 | 69'905 CHF | 70'651 CHF | 98.90% | 98.90% |
14.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'319 CHF | 71'069 CHF | 100.00% | 100.00% |
13.05.2024 | 1.05% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 71'339 CHF | 72'089 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 69'232 CHF | 69'982 CHF | 100.00% | 100.00% |
08.05.2024 | 1.06% | 0.94 CHF | 0.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'641 CHF | 71'391 CHF | 100.00% | 100.00% |
07.05.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'759 CHF | 73'509 CHF | 96.45% | 96.45% |
06.05.2024 | 1.03% | 0.98 CHF | 0.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'568 CHF | 73'318 CHF | 100.00% | 100.00% |
03.05.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 73'505 CHF | 74'255 CHF | 97.93% | 97.93% |
02.05.2024 | 1.00% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'673 CHF | 75'423 CHF | 99.40% | 99.40% |