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 | 1.34% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'643 CHF | 56'393 CHF | 99.81% | 99.81% |
15.05.2024 | 1.32% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 74'978 | 56'436 CHF | 57'169 CHF | 99.93% | 100.00% |
14.05.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 74'992 | 74'975 | 51'917 CHF | 52'655 CHF | 99.64% | 99.72% |
13.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 75'480 | 75'442 | 52'643 CHF | 53'370 CHF | 99.92% | 100.00% |
10.05.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'182 CHF | 63'182 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'192 | 99'213 | 58'476 CHF | 59'480 CHF | 65.61% | 65.77% |
07.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 75'000 | 75'000 | 77'860 | 77'883 | 54'378 CHF | 55'173 CHF | 99.53% | 99.53% |
06.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 142'846 | 142'804 | 55'670 CHF | 57'082 CHF | 99.76% | 99.76% |
03.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 149'998 | 54'434 CHF | 55'933 CHF | 100.00% | 100.00% |
02.05.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'632 CHF | 54'132 CHF | 100.00% | 100.00% |