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 | 1.38% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 64'920 | 64'920 | 46'808 CHF | 47'458 CHF | 100.00% | 100.00% |
15.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 61'820 | 61'820 | 46'760 CHF | 47'379 CHF | 100.00% | 100.00% |
14.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 62'585 | 62'585 | 47'416 CHF | 48'042 CHF | 100.00% | 100.00% |
13.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 46'750 CHF | 47'400 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 45'968 CHF | 46'618 CHF | 100.00% | 100.00% |
08.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 45'958 CHF | 46'608 CHF | 99.08% | 99.08% |
07.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 64'949 | 64'949 | 46'132 CHF | 46'782 CHF | 99.91% | 99.91% |
06.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 45'002 CHF | 45'652 CHF | 100.00% | 100.00% |
03.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 44'438 CHF | 45'088 CHF | 99.99% | 99.99% |
02.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 42'653 CHF | 43'303 CHF | 99.99% | 99.99% |