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 | 2.24% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'759 CHF | 46'666 CHF | 98.01% | 98.01% |
15.05.2024 | 2.36% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'647 | 49'753 | 53'078 CHF | 44'597 CHF | 97.04% | 97.04% |
14.05.2024 | 2.38% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'624 | 50'000 | 52'112 CHF | 44'031 CHF | 99.62% | 99.62% |
13.05.2024 | 2.21% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'161 CHF | 46'143 CHF | 100.00% | 100.00% |
10.05.2024 | 2.27% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'871 CHF | 45'070 CHF | 100.00% | 100.00% |
08.05.2024 | 2.28% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'754 CHF | 45'827 CHF | 98.85% | 98.85% |
07.05.2024 | 2.42% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 66'553 | 50'000 | 54'324 CHF | 41'914 CHF | 97.05% | 97.05% |
06.05.2024 | 2.44% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'632 CHF | 41'452 CHF | 99.36% | 99.36% |
03.05.2024 | 2.45% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 69'464 | 50'000 | 55'884 CHF | 41'238 CHF | 97.91% | 97.91% |
02.05.2024 | 2.53% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'008 | 50'000 | 54'364 CHF | 39'820 CHF | 99.39% | 99.39% |