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 | 1.63% | 0.62 CHF | 0.63 CHF | 90'000 | 90'000 | 88'908 | 88'908 | 54'269 CHF | 55'159 CHF | 100.00% | 100.00% |
15.05.2024 | 1.65% | 0.62 CHF | 0.63 CHF | 90'000 | 90'000 | 89'840 | 89'840 | 54'357 CHF | 55'257 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 52'664 CHF | 53'564 CHF | 99.98% | 99.98% |
13.05.2024 | 1.68% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 53'227 CHF | 54'127 CHF | 100.00% | 100.00% |
10.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 51'009 CHF | 51'909 CHF | 100.00% | 100.00% |
08.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 47'092 CHF | 47'992 CHF | 99.08% | 99.08% |
07.05.2024 | 1.81% | 0.56 CHF | 0.57 CHF | 90'000 | 90'000 | 89'857 | 89'857 | 49'388 CHF | 50'288 CHF | 99.93% | 99.93% |
06.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 90'201 | 90'201 | 46'562 CHF | 47'464 CHF | 100.00% | 100.00% |
03.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'081 CHF | 52'081 CHF | 100.00% | 100.00% |
02.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 46'682 CHF | 47'682 CHF | 100.00% | 100.00% |