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 | 1.09% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'913 CHF | 23'131 CHF | 98.79% | 98.79% |
15.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 24'950 | 56'658 CHF | 23'809 CHF | 98.95% | 98.95% |
14.05.2024 | 1.09% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'864 CHF | 23'110 CHF | 100.00% | 100.00% |
13.05.2024 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 55'376 CHF | 23'323 CHF | 100.00% | 100.00% |
10.05.2024 | 1.04% | 0.94 CHF | 0.95 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'171 CHF | 24'071 CHF | 100.00% | 100.00% |
08.05.2024 | 1.05% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 59'881 | 25'000 | 56'570 CHF | 23'870 CHF | 100.00% | 100.00% |
07.05.2024 | 1.26% | 0.97 CHF | 0.98 CHF | 60'000 | 25'000 | 60'000 | 21'459 | 56'503 CHF | 20'473 CHF | 98.91% | 98.91% |
06.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 59'747 | 24'933 | 52'912 CHF | 22'330 CHF | 100.00% | 100.00% |
03.05.2024 | 2.06% | 0.86 CHF | 0.88 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'767 CHF | 10'991 CHF | 98.64% | 98.64% |
02.05.2024 | 1.93% | 0.86 CHF | 0.88 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 10'826 CHF | 11'037 CHF | 99.13% | 99.13% |