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 | 1.58% | 0.64 CHF | 0.65 CHF | 65'000 | 65'000 | 64'922 | 64'922 | 40'956 CHF | 41'606 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 65'000 | 65'000 | 61'817 | 61'817 | 41'052 CHF | 41'672 CHF | 100.00% | 100.00% |
14.05.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 41'697 CHF | 42'323 CHF | 100.00% | 100.00% |
13.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 40'906 CHF | 41'556 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 39'959 CHF | 40'609 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 65'000 | 65'000 | 64'990 | 64'990 | 40'119 CHF | 40'769 CHF | 99.09% | 99.09% |
07.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 65'000 | 65'000 | 64'951 | 64'951 | 40'218 CHF | 40'868 CHF | 99.91% | 99.91% |
06.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 39'096 CHF | 39'746 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 38'475 CHF | 39'125 CHF | 99.98% | 99.98% |
02.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 36'681 CHF | 37'331 CHF | 100.00% | 100.00% |