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 | 3.20% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 90'007 | 75'000 | 52'091 CHF | 44'817 CHF | 98.45% | 98.45% |
15.05.2024 | 3.07% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 86'584 | 74'238 | 53'645 CHF | 47'472 CHF | 98.94% | 98.94% |
14.05.2024 | 2.99% | 0.64 CHF | 0.66 CHF | 80'000 | 75'000 | 88'970 | 75'000 | 53'554 CHF | 46'546 CHF | 99.00% | 99.00% |
13.05.2024 | 2.83% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'105 | 75'000 | 52'352 CHF | 44'831 CHF | 99.47% | 99.47% |
10.05.2024 | 2.68% | 0.56 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'750 CHF | 54'179 CHF | 100.00% | 100.00% |
08.05.2024 | 2.70% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 116'425 | 100'000 | 52'627 CHF | 46'462 CHF | 98.58% | 98.58% |
07.05.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 135'063 | 100'000 | 51'731 CHF | 39'412 CHF | 98.92% | 98.92% |
06.05.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 146'135 | 100'000 | 51'563 CHF | 36'310 CHF | 100.00% | 100.00% |
03.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 143'151 | 100'000 | 51'088 CHF | 36'836 CHF | 98.64% | 98.64% |
02.05.2024 | 2.92% | 0.37 CHF | 0.39 CHF | 140'000 | 100'000 | 135'595 | 100'000 | 51'892 CHF | 39'446 CHF | 98.86% | 98.86% |