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 | 1.86% | 0.55 CHF | 0.56 CHF | 65'000 | 65'000 | 64'920 | 64'920 | 34'720 CHF | 35'370 CHF | 100.00% | 100.00% |
15.05.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 61'822 | 61'822 | 35'249 CHF | 35'868 CHF | 100.00% | 100.00% |
14.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 35'799 CHF | 36'425 CHF | 100.00% | 100.00% |
13.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 34'677 CHF | 35'327 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 33'793 CHF | 34'443 CHF | 100.00% | 100.00% |
08.05.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 65'000 | 65'000 | 64'991 | 64'991 | 33'908 CHF | 34'558 CHF | 99.09% | 99.09% |
07.05.2024 | 1.89% | 0.55 CHF | 0.56 CHF | 65'000 | 65'000 | 64'951 | 64'951 | 34'093 CHF | 34'743 CHF | 99.91% | 99.91% |
06.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 33'024 CHF | 33'674 CHF | 100.00% | 100.00% |
03.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 32'394 CHF | 33'044 CHF | 100.00% | 100.00% |
02.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 30'612 CHF | 31'262 CHF | 99.99% | 99.99% |