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 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 59'998 | 50'000 | 58'584 CHF | 49'321 CHF | 99.30% | 99.30% |
15.05.2024 | 1.10% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 49'489 | 54'994 CHF | 45'861 CHF | 98.93% | 98.93% |
14.05.2024 | 1.17% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 59'107 | 49'362 | 51'703 CHF | 43'679 CHF | 99.99% | 99.99% |
13.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'507 CHF | 43'422 CHF | 100.00% | 100.00% |
10.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 61'057 | 50'000 | 51'418 CHF | 42'617 CHF | 100.00% | 100.00% |
08.05.2024 | 1.25% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'815 CHF | 40'368 CHF | 100.00% | 100.00% |
07.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'679 CHF | 38'128 CHF | 96.75% | 96.75% |
06.05.2024 | 1.35% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'951 | 49'876 | 52'375 CHF | 37'342 CHF | 100.00% | 100.00% |
03.05.2024 | 2.89% | 0.71 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'055 CHF | 17'555 CHF | 98.64% | 98.64% |
02.05.2024 | 3.01% | 0.63 CHF | 0.65 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'342 CHF | 16'842 CHF | 99.13% | 99.13% |