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 | 1.33% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 99'823 | 99'823 | 74'568 CHF | 75'566 CHF | 99.49% | 99.49% |
15.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 74'595 CHF | 75'595 CHF | 98.93% | 98.93% |
14.05.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 72'072 CHF | 72'972 CHF | 99.51% | 99.51% |
13.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 75'766 CHF | 76'666 CHF | 99.56% | 99.56% |
10.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 67'685 CHF | 68'485 CHF | 99.51% | 99.51% |
08.05.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 70'806 CHF | 71'506 CHF | 99.49% | 99.49% |
07.05.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 62'229 CHF | 62'829 CHF | 99.48% | 99.48% |
06.05.2024 | 0.91% | 1.11 CHF | 1.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 65'465 CHF | 66'065 CHF | 99.46% | 99.51% |
03.05.2024 | 0.90% | 1.10 CHF | 1.11 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 77'053 CHF | 77'753 CHF | 99.51% | 99.51% |
02.05.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 60'000 | 60'000 | 53'514 | 53'514 | 59'662 CHF | 60'197 CHF | 99.51% | 99.51% |