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 | 1.02% | 0.98 CHF | 0.99 CHF | 30'000 | 30'000 | 29'648 | 29'648 | 28'792 CHF | 29'089 CHF | 100.00% | 100.00% |
15.05.2024 | 1.04% | 0.99 CHF | 1.00 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'685 CHF | 28'985 CHF | 100.00% | 100.00% |
14.05.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 31'752 CHF | 32'102 CHF | 100.00% | 100.00% |
13.05.2024 | 1.07% | 0.87 CHF | 0.88 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 27'784 CHF | 28'084 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 30'512 CHF | 30'862 CHF | 100.00% | 100.00% |
08.05.2024 | 1.28% | 0.79 CHF | 0.80 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 27'157 CHF | 27'507 CHF | 100.00% | 100.00% |
07.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 29'222 CHF | 29'572 CHF | 100.00% | 100.00% |
06.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 30'611 CHF | 31'011 CHF | 100.00% | 100.00% |
03.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 29'967 CHF | 30'367 CHF | 100.00% | 100.00% |
02.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'093 CHF | 33'593 CHF | 100.00% | 100.00% |