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 | 1.62% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'105 | 50'000 | 52'911 CHF | 44'739 CHF | 99.25% | 99.25% |
15.05.2024 | 1.51% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 63'270 | 49'447 | 53'271 CHF | 42'320 CHF | 98.90% | 98.90% |
14.05.2024 | 1.62% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'499 | 50'000 | 55'956 CHF | 40'931 CHF | 99.99% | 99.99% |
13.05.2024 | 1.35% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'465 CHF | 46'002 CHF | 100.00% | 100.00% |
10.05.2024 | 1.27% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 57'280 CHF | 48'344 CHF | 100.00% | 100.00% |
08.05.2024 | 1.75% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'719 CHF | 47'253 CHF | 95.09% | 95.09% |
07.05.2024 | 1.31% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'180 CHF | 45'747 CHF | 96.43% | 96.43% |
06.05.2024 | 1.30% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'883 CHF | 46'333 CHF | 100.00% | 100.00% |
03.05.2024 | 1.39% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'842 | 50'000 | 53'130 CHF | 44'303 CHF | 97.92% | 97.92% |
02.05.2024 | 1.78% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 63'228 | 50'000 | 53'393 CHF | 43'032 CHF | 99.36% | 99.36% |