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 | 2.67% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 87'569 | 75'000 | 54'393 CHF | 47'867 CHF | 99.03% | 99.03% |
15.05.2024 | 2.83% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 84'669 | 74'496 | 52'672 CHF | 47'718 CHF | 98.90% | 98.90% |
14.05.2024 | 2.76% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 81'640 | 75'000 | 53'493 CHF | 50'588 CHF | 100.00% | 100.00% |
13.05.2024 | 2.60% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'263 CHF | 52'210 CHF | 100.00% | 100.00% |
10.05.2024 | 2.67% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'155 CHF | 51'181 CHF | 100.00% | 100.00% |
08.05.2024 | 2.83% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'586 CHF | 50'717 CHF | 98.83% | 98.83% |
07.05.2024 | 2.60% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'405 CHF | 50'423 CHF | 96.43% | 96.43% |
06.05.2024 | 2.42% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'329 CHF | 51'222 CHF | 100.00% | 100.00% |
03.05.2024 | 2.83% | 0.65 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'048 CHF | 50'197 CHF | 97.93% | 97.93% |
02.05.2024 | 2.87% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'567 CHF | 46'795 CHF | 99.40% | 99.40% |