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 | 0.89% | 1.07 CHF | 1.08 CHF | 45'000 | 45'000 | 44'648 | 44'648 | 49'992 CHF | 50'439 CHF | 100.00% | 100.00% |
15.05.2024 | 0.96% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'746 CHF | 52'246 CHF | 100.00% | 100.00% |
14.05.2024 | 1.08% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 45'992 CHF | 46'492 CHF | 100.00% | 100.00% |
13.05.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'558 CHF | 47'058 CHF | 100.00% | 100.00% |
10.05.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 49'325 CHF | 49'825 CHF | 100.00% | 100.00% |
08.05.2024 | 1.07% | 0.91 CHF | 0.92 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 46'392 CHF | 46'892 CHF | 100.00% | 100.00% |
07.05.2024 | 1.11% | 0.93 CHF | 0.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 53'873 CHF | 54'473 CHF | 100.00% | 100.00% |
06.05.2024 | 1.22% | 0.83 CHF | 0.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 48'710 CHF | 49'310 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'109 CHF | 46'709 CHF | 100.00% | 100.00% |
02.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 42'925 CHF | 43'525 CHF | 100.00% | 100.00% |