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 | 1.03% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'849 CHF | 24'354 CHF | 94.10% | 94.10% |
15.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 59'470 | 24'950 | 58'619 CHF | 24'845 CHF | 98.95% | 98.95% |
14.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'450 CHF | 24'187 CHF | 100.00% | 100.00% |
13.05.2024 | 1.04% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'321 CHF | 24'134 CHF | 89.03% | 89.03% |
10.05.2024 | 1.03% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 58'061 CHF | 24'442 CHF | 100.00% | 100.00% |
08.05.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'377 CHF | 24'157 CHF | 100.00% | 100.00% |
07.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 56'286 CHF | 23'703 CHF | 96.44% | 96.44% |
06.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'222 CHF | 22'843 CHF | 100.00% | 100.00% |
03.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'226 CHF | 22'844 CHF | 96.37% | 96.37% |
02.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'902 CHF | 22'293 CHF | 99.13% | 99.13% |