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 | 1.51% | 0.77 CHF | 0.78 CHF | 59'497 | 50'000 | 59'198 | 50'000 | 46'521 CHF | 39'893 CHF | 99.30% | 99.30% |
15.05.2024 | 1.57% | 0.77 CHF | 0.78 CHF | 59'549 | 50'000 | 59'963 | 49'490 | 44'241 CHF | 37'088 CHF | 98.93% | 98.93% |
14.05.2024 | 1.77% | 0.68 CHF | 0.69 CHF | 60'847 | 50'000 | 60'450 | 49'361 | 39'116 CHF | 32'517 CHF | 99.99% | 99.99% |
13.05.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 61'985 | 50'000 | 61'696 | 50'000 | 38'169 CHF | 31'486 CHF | 100.00% | 100.00% |
10.05.2024 | 1.94% | 0.61 CHF | 0.62 CHF | 61'937 | 50'000 | 62'248 | 50'000 | 36'306 CHF | 29'740 CHF | 100.00% | 100.00% |
08.05.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 62'231 | 50'000 | 61'499 | 50'000 | 39'692 CHF | 32'807 CHF | 100.00% | 100.00% |
07.05.2024 | 1.98% | 0.64 CHF | 0.65 CHF | 61'410 | 50'000 | 62'423 | 50'000 | 35'899 CHF | 29'337 CHF | 98.04% | 98.04% |
06.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 63'071 | 50'000 | 62'118 | 50'000 | 36'377 CHF | 29'857 CHF | 100.00% | 100.00% |
03.05.2024 | 1.87% | 0.57 CHF | 0.58 CHF | 62'315 | 50'000 | 62'311 | 50'000 | 36'224 CHF | 29'624 CHF | 98.64% | 98.64% |
02.05.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 63'641 | 50'000 | 62'976 | 50'000 | 35'495 CHF | 28'710 CHF | 99.13% | 99.13% |