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 | 1.52% | 0.63 CHF | 0.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 13'032 CHF | 13'232 CHF | 100.00% | 100.00% |
15.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'804 CHF | 15'054 CHF | 100.00% | 100.00% |
14.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 11'773 CHF | 11'973 CHF | 100.00% | 100.00% |
13.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 12'227 CHF | 12'427 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 9'746 CHF | 9'896 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'961 CHF | 11'111 CHF | 100.00% | 100.00% |
07.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 10'954 CHF | 11'104 CHF | 100.00% | 100.00% |
06.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 11'429 CHF | 11'579 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 12'221 CHF | 12'371 CHF | 100.00% | 100.00% |
02.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'039 CHF | 13'189 CHF | 100.00% | 100.00% |