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 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'547 CHF | 23'395 CHF | 94.11% | 94.11% |
15.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 24'950 | 56'889 CHF | 23'906 CHF | 98.95% | 98.95% |
14.05.2024 | 1.08% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'161 CHF | 23'234 CHF | 100.00% | 100.00% |
13.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'983 CHF | 23'160 CHF | 90.07% | 90.07% |
10.05.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'722 CHF | 23'468 CHF | 100.00% | 100.00% |
08.05.2024 | 1.08% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'042 CHF | 23'184 CHF | 100.00% | 100.00% |
07.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'977 CHF | 22'740 CHF | 96.44% | 96.44% |
06.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'890 CHF | 21'871 CHF | 100.00% | 100.00% |
03.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 51'908 CHF | 21'878 CHF | 98.64% | 98.64% |
02.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'906 | 25'000 | 51'312 CHF | 21'317 CHF | 99.13% | 99.13% |