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 | 1.39% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'744 CHF | 36'244 CHF | 99.26% | 99.26% |
15.05.2024 | 1.23% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 40'525 CHF | 41'025 CHF | 99.38% | 99.38% |
14.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 39'822 CHF | 40'322 CHF | 99.17% | 99.17% |
13.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'574 CHF | 39'074 CHF | 99.38% | 99.38% |
10.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'089 CHF | 37'589 CHF | 99.39% | 99.39% |
08.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 35'902 CHF | 36'402 CHF | 99.39% | 99.39% |
07.05.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 32'565 CHF | 33'065 CHF | 99.23% | 99.23% |
06.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 41'977 CHF | 42'477 CHF | 99.22% | 99.22% |
03.05.2024 | 1.10% | 0.88 CHF | 0.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'207 CHF | 45'707 CHF | 99.38% | 99.38% |
02.05.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 42'509 CHF | 43'009 CHF | 99.39% | 99.39% |