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 | 1.33% | 0.86 CHF | 0.87 CHF | 59'497 | 50'000 | 59'200 | 50'000 | 49'900 CHF | 42'703 CHF | 99.30% | 99.30% |
15.05.2024 | 1.22% | 0.86 CHF | 0.87 CHF | 59'538 | 50'000 | 59'873 | 49'516 | 53'379 CHF | 44'686 CHF | 98.83% | 98.83% |
14.05.2024 | 1.21% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 55'927 | 49'363 | 54'833 CHF | 49'058 CHF | 99.99% | 99.99% |
13.05.2024 | 1.03% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'821 | 50'000 | 51'374 CHF | 51'095 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'753 | 50'000 | 53'238 CHF | 53'033 CHF | 100.00% | 100.00% |
08.05.2024 | 1.21% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 54'677 | 50'000 | 53'964 CHF | 50'071 CHF | 100.00% | 100.00% |
07.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 50'423 | 50'000 | 53'393 CHF | 53'511 CHF | 98.92% | 98.92% |
06.05.2024 | 1.08% | 1.11 CHF | 1.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'423 CHF | 52'992 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 1.07 CHF | 1.08 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 52'807 CHF | 53'376 CHF | 98.64% | 98.64% |
02.05.2024 | 0.96% | 1.12 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 53'809 CHF | 54'329 CHF | 99.13% | 99.13% |