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 | 1.33% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'046 | 75'046 | 56'215 CHF | 56'965 CHF | 99.87% | 99.87% |
15.05.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 99'740 | 99'740 | 62'857 CHF | 63'854 CHF | 100.00% | 100.00% |
14.05.2024 | 1.57% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 98'386 | 98'386 | 62'293 CHF | 63'277 CHF | 99.77% | 99.77% |
13.05.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 54'203 CHF | 54'953 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'099 CHF | 56'849 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 75'000 | 75'000 | 81'771 | 81'771 | 54'613 CHF | 55'431 CHF | 100.00% | 100.00% |
07.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'260 | 75'260 | 53'396 CHF | 54'149 CHF | 99.86% | 99.86% |
06.05.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 93'822 | 93'822 | 60'316 CHF | 61'254 CHF | 99.82% | 99.82% |
03.05.2024 | 1.78% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'783 CHF | 56'783 CHF | 100.00% | 100.00% |
02.05.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 102'845 | 102'845 | 52'653 CHF | 53'681 CHF | 100.00% | 100.00% |