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 | 1.26% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 59'907 | 59'907 | 47'260 CHF | 47'860 CHF | 100.00% | 100.00% |
15.05.2024 | 1.28% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 59'893 | 59'893 | 46'645 CHF | 47'245 CHF | 100.00% | 100.00% |
14.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'993 CHF | 45'593 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.72 CHF | 0.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'775 CHF | 46'375 CHF | 100.00% | 100.00% |
10.05.2024 | 1.37% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 61'955 | 61'955 | 44'804 CHF | 45'423 CHF | 100.00% | 100.00% |
08.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 39'599 CHF | 40'199 CHF | 99.09% | 99.09% |
07.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 60'000 | 60'000 | 59'906 | 59'906 | 41'607 CHF | 42'207 CHF | 99.95% | 99.95% |
06.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 44'697 CHF | 45'397 CHF | 100.00% | 100.00% |
03.05.2024 | 1.56% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 44'441 CHF | 45'141 CHF | 100.00% | 100.00% |
02.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 45'716 CHF | 46'516 CHF | 100.00% | 100.00% |