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 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'017 CHF | 20'256 CHF | 94.11% | 94.11% |
15.05.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 69'942 | 24'950 | 57'429 CHF | 20'737 CHF | 98.95% | 98.95% |
14.05.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'642 CHF | 20'122 CHF | 100.00% | 100.00% |
13.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'395 CHF | 20'034 CHF | 89.03% | 89.03% |
10.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'358 CHF | 20'378 CHF | 100.00% | 100.00% |
08.05.2024 | 1.25% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'445 CHF | 20'052 CHF | 100.00% | 100.00% |
07.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'242 CHF | 19'622 CHF | 96.44% | 96.44% |
06.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'700 CHF | 18'714 CHF | 100.00% | 100.00% |
03.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 51'771 CHF | 18'740 CHF | 85.31% | 85.31% |
02.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 73'316 | 25'000 | 52'606 CHF | 18'198 CHF | 99.13% | 99.13% |