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 | 1.20% | 0.85 CHF | 0.86 CHF | 80'000 | 80'000 | 79'389 | 79'389 | 66'121 CHF | 66'916 CHF | 100.00% | 100.00% |
15.05.2024 | 1.17% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 79'370 | 79'370 | 67'684 CHF | 68'479 CHF | 100.00% | 100.00% |
14.05.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 84'980 | 84'980 | 66'850 CHF | 67'700 CHF | 99.99% | 99.99% |
13.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 67'510 CHF | 68'404 CHF | 100.00% | 100.00% |
10.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 67'390 CHF | 68'284 CHF | 100.00% | 100.00% |
08.05.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 90'000 | 90'000 | 89'426 | 89'426 | 60'877 CHF | 61'772 CHF | 99.06% | 99.06% |
07.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 90'000 | 90'000 | 89'419 | 89'419 | 63'899 CHF | 64'794 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.68 CHF | 0.70 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 90'000 | 90'000 | 89'448 | 89'448 | 58'224 CHF | 59'119 CHF | 99.97% | 99.97% |
02.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 61'899 CHF | 62'793 CHF | 100.00% | 100.00% |