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 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 80'000 | 79'397 | 79'397 | 55'347 CHF | 56'142 CHF | 100.00% | 100.00% |
15.05.2024 | 1.49% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 80'821 | 80'821 | 54'073 CHF | 54'883 CHF | 100.00% | 100.00% |
14.05.2024 | 1.53% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 85'566 | 85'566 | 55'469 CHF | 56'325 CHF | 100.00% | 100.00% |
13.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 80'000 | 79'512 | 79'512 | 52'200 CHF | 52'995 CHF | 100.00% | 100.00% |
10.05.2024 | 1.37% | 0.70 CHF | 0.71 CHF | 80'000 | 80'000 | 79'512 | 79'512 | 57'653 CHF | 58'448 CHF | 100.00% | 100.00% |
08.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 80'000 | 79'490 | 79'490 | 51'602 CHF | 52'397 CHF | 99.06% | 99.06% |
07.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 90'000 | 90'000 | 89'445 | 89'445 | 62'041 CHF | 62'936 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.65 CHF | 0.69 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 90'000 | 89'449 | 89'449 | 55'976 CHF | 56'870 CHF | 99.99% | 99.99% |
02.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 90'000 | 89'451 | 89'451 | 54'396 CHF | 55'291 CHF | 100.00% | 100.00% |