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 | 1.69% | 0.61 CHF | 0.62 CHF | 80'000 | 80'000 | 79'390 | 79'390 | 46'744 CHF | 47'539 CHF | 100.00% | 100.00% |
15.05.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 80'000 | 80'000 | 79'370 | 79'370 | 48'323 CHF | 49'118 CHF | 100.00% | 100.00% |
14.05.2024 | 1.82% | 0.59 CHF | 0.60 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 48'743 CHF | 49'638 CHF | 99.98% | 99.98% |
13.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 45'715 CHF | 46'609 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 45'846 CHF | 46'741 CHF | 100.00% | 100.00% |
08.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 90'000 | 90'000 | 89'426 | 89'426 | 39'567 CHF | 40'461 CHF | 99.06% | 99.06% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 100'000 | 100'000 | 99'170 | 99'170 | 47'064 CHF | 48'056 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.44 CHF | 0.46 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 100'000 | 100'000 | 99'371 | 99'371 | 41'321 CHF | 42'315 CHF | 99.99% | 99.99% |
02.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 90'000 | 90'000 | 90'268 | 90'268 | 40'705 CHF | 41'607 CHF | 99.99% | 99.99% |