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 | 1.08% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 74'996 | 75'000 | 69'192 CHF | 69'945 CHF | 99.70% | 99.70% |
15.05.2024 | 1.13% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'091 CHF | 66'841 CHF | 99.42% | 99.42% |
14.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'434 CHF | 67'184 CHF | 99.12% | 99.12% |
13.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 74'996 | 75'000 | 59'229 CHF | 59'982 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'133 CHF | 58'883 CHF | 99.98% | 99.98% |
08.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75'000 | 75'000 | 79'316 | 79'318 | 54'450 CHF | 55'245 CHF | 100.00% | 100.00% |
07.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 97'985 | 97'985 | 62'378 CHF | 63'358 CHF | 99.76% | 99.76% |
06.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'802 CHF | 64'802 CHF | 99.52% | 99.52% |
03.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 99'808 | 99'809 | 59'596 CHF | 60'595 CHF | 99.68% | 99.68% |
02.05.2024 | 1.93% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 104'345 | 104'345 | 53'494 CHF | 54'538 CHF | 99.99% | 99.99% |