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 | 1.06% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'167 CHF | 23'653 CHF | 99.32% | 99.32% |
15.05.2024 | 1.09% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 24'951 | 55'703 CHF | 23'417 CHF | 98.94% | 98.94% |
14.05.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'863 CHF | 46'219 CHF | 99.99% | 99.99% |
13.05.2024 | 1.16% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'590 CHF | 43'492 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 64'851 | 50'000 | 54'328 CHF | 42'472 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 63'488 | 50'000 | 53'285 CHF | 42'507 CHF | 100.00% | 100.00% |
07.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 68'053 | 50'000 | 55'691 CHF | 41'454 CHF | 98.26% | 98.26% |
06.05.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 91'336 | 50'000 | 51'675 CHF | 28'800 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 95'641 | 50'000 | 52'482 CHF | 27'998 CHF | 98.63% | 98.63% |
02.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 51'826 CHF | 24'058 CHF | 99.13% | 99.13% |