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 | 1.36% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'066 CHF | 18'488 CHF | 94.11% | 94.11% |
15.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 24'950 | 52'567 CHF | 18'987 CHF | 98.95% | 98.95% |
14.05.2024 | 1.37% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 72'064 | 25'000 | 52'115 CHF | 18'341 CHF | 100.00% | 100.00% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 70'425 | 25'000 | 50'713 CHF | 18'254 CHF | 89.03% | 89.03% |
10.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'208 | 25'000 | 51'452 CHF | 18'573 CHF | 100.00% | 100.00% |
08.05.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 74'213 | 25'000 | 53'481 CHF | 18'282 CHF | 100.00% | 100.00% |
07.05.2024 | 1.41% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 77'555 | 25'000 | 54'577 CHF | 17'856 CHF | 96.44% | 96.44% |
06.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'471 CHF | 16'960 CHF | 100.00% | 100.00% |
03.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'431 CHF | 16'947 CHF | 85.31% | 85.31% |
02.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'726 CHF | 16'414 CHF | 99.13% | 99.13% |