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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 1.05% | 0.89 CHF | 0.90 CHF | 60'000 | 25'000 | 58'858 | 15'274 | 55'786 CHF | 14'465 CHF | 97.63% | 97.63% |
14.05.2024 | 1.14% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 60'008 | 15'243 | 52'187 CHF | 13'567 CHF | 98.70% | 98.70% |
13.05.2024 | 1.22% | 0.87 CHF | 0.88 CHF | 60'000 | 25'000 | 67'963 | 15'219 | 55'282 CHF | 12'713 CHF | 99.59% | 99.59% |
10.05.2024 | 1.15% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 61'648 | 15'164 | 53'057 CHF | 13'098 CHF | 98.60% | 98.60% |
08.05.2024 | 1.10% | 0.90 CHF | 0.91 CHF | 60'000 | 25'000 | 60'237 | 15'216 | 54'661 CHF | 13'893 CHF | 99.68% | 99.68% |
07.05.2024 | 0.97% | 1.01 CHF | 1.02 CHF | 50'000 | 25'000 | 51'546 | 15'218 | 53'009 CHF | 15'712 CHF | 99.61% | 99.61% |
06.05.2024 | 0.94% | 1.04 CHF | 1.05 CHF | 50'000 | 25'000 | 50'000 | 15'217 | 52'822 CHF | 16'307 CHF | 99.68% | 99.68% |
03.05.2024 | 0.99% | 0.98 CHF | 0.99 CHF | 60'000 | 25'000 | 54'444 | 15'190 | 54'698 CHF | 15'490 CHF | 99.42% | 99.42% |
02.05.2024 | 0.96% | 0.99 CHF | 1.00 CHF | 60'000 | 25'000 | 51'723 | 15'192 | 53'774 CHF | 15'811 CHF | 98.88% | 98.88% |
30.04.2024 | 0.84% | 1.08 CHF | 1.09 CHF | 50'000 | 25'000 | 49'388 | 15'217 | 58'380 CHF | 18'052 CHF | 99.67% | 99.67% |