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% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 53'692 CHF | 54'442 CHF | 99.91% | 99.91% |
15.05.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 52'218 CHF | 52'968 CHF | 100.00% | 100.00% |
14.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 80'683 | 80'683 | 54'126 CHF | 54'933 CHF | 99.76% | 99.76% |
13.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 96'913 | 96'913 | 63'068 CHF | 64'038 CHF | 100.00% | 100.00% |
10.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 64'500 CHF | 65'500 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'351 CHF | 64'351 CHF | 96.88% | 96.88% |
07.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 92'618 | 92'618 | 61'251 CHF | 62'177 CHF | 99.83% | 99.83% |
06.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 87'788 | 87'788 | 58'309 CHF | 59'187 CHF | 99.76% | 99.76% |
03.05.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 82'708 | 82'707 | 54'972 CHF | 55'799 CHF | 100.00% | 100.00% |
02.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 51'733 CHF | 52'483 CHF | 100.00% | 100.00% |