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 | 3.53% | 0.63 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'587 CHF | 52'040 CHF | 94.32% | 94.32% |
15.05.2024 | 3.50% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 81'247 | 74'427 | 53'462 CHF | 50'742 CHF | 87.05% | 87.05% |
14.05.2024 | 4.23% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 93'384 | 75'000 | 52'587 CHF | 44'098 CHF | 98.32% | 98.32% |
13.05.2024 | 4.08% | 0.59 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'872 CHF | 45'895 CHF | 100.00% | 100.00% |
10.05.2024 | 3.85% | 0.60 CHF | 0.63 CHF | 90'000 | 75'000 | 89'965 | 75'000 | 54'638 CHF | 47'338 CHF | 97.66% | 97.66% |
08.05.2024 | 4.26% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 94'647 | 75'000 | 52'429 CHF | 43'397 CHF | 99.99% | 99.99% |
07.05.2024 | 4.11% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 103'678 | 75'000 | 51'449 CHF | 38'824 CHF | 97.06% | 97.06% |
06.05.2024 | 2.79% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 112'860 | 75'000 | 51'857 CHF | 35'454 CHF | 100.00% | 100.00% |
03.05.2024 | 3.25% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 127'477 | 75'000 | 51'863 CHF | 31'796 CHF | 96.93% | 96.93% |
02.05.2024 | 3.75% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 144'817 | 75'000 | 51'393 CHF | 27'657 CHF | 98.31% | 98.31% |