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 | 1.35% | 0.79 CHF | 0.80 CHF | 100'000 | 100'000 | 99'292 | 99'292 | 73'060 CHF | 74'053 CHF | 99.60% | 99.60% |
15.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 71'108 CHF | 72'108 CHF | 99.52% | 99.52% |
14.05.2024 | 1.60% | 0.69 CHF | 0.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'196 CHF | 63'196 CHF | 99.59% | 99.59% |
13.05.2024 | 1.47% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'359 CHF | 68'359 CHF | 99.58% | 99.58% |
10.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 63'798 CHF | 64'698 CHF | 99.53% | 99.53% |
08.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 72'700 CHF | 73'600 CHF | 99.55% | 99.55% |
07.05.2024 | 1.18% | 0.78 CHF | 0.79 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 67'481 CHF | 68'281 CHF | 99.52% | 99.52% |
06.05.2024 | 1.15% | 0.89 CHF | 0.90 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 69'309 CHF | 70'109 CHF | 99.57% | 99.57% |
03.05.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 70'561 CHF | 71'361 CHF | 99.56% | 99.56% |
02.05.2024 | 1.26% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'222 CHF | 47'822 CHF | 99.47% | 99.47% |