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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.06% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 73'821 | 50'000 | 52'910 CHF | 36'983 CHF | 98.34% | 98.34% |
16.05.2024 | 2.82% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'411 CHF | 39'244 CHF | 84.73% | 84.73% |
15.05.2024 | 3.16% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 78'825 | 49'448 | 53'326 CHF | 34'609 CHF | 90.37% | 90.37% |
14.05.2024 | 3.50% | 0.57 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'276 CHF | 31'228 CHF | 98.81% | 98.81% |
13.05.2024 | 3.51% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 88'716 | 50'000 | 54'416 CHF | 31'788 CHF | 94.00% | 94.00% |
10.05.2024 | 3.21% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 80'389 | 50'000 | 52'730 CHF | 33'876 CHF | 91.46% | 91.46% |
08.05.2024 | 3.48% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 88'405 | 50'000 | 53'899 CHF | 31'583 CHF | 86.23% | 86.23% |
07.05.2024 | 3.63% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 90'074 | 50'000 | 52'111 CHF | 29'997 CHF | 97.06% | 97.06% |
06.05.2024 | 3.82% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 96'461 | 50'000 | 53'278 CHF | 28'713 CHF | 99.79% | 99.79% |
03.05.2024 | 2.78% | 0.55 CHF | 0.58 CHF | 100'000 | 50'000 | 105'339 | 50'000 | 53'128 CHF | 26'019 CHF | 97.41% | 97.41% |