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 | 2.01% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'428 CHF | 34'710 CHF | 97.72% | 97.72% |
15.05.2024 | 2.06% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 49'760 | 55'252 CHF | 35'076 CHF | 98.90% | 98.90% |
14.05.2024 | 1.56% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'039 CHF | 34'305 CHF | 100.00% | 100.00% |
13.05.2024 | 1.70% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'828 CHF | 33'584 CHF | 100.00% | 100.00% |
10.05.2024 | 2.05% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'942 CHF | 35'049 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 77'391 | 50'000 | 52'756 CHF | 34'863 CHF | 98.83% | 98.83% |
07.05.2024 | 1.87% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'575 CHF | 34'115 CHF | 97.06% | 97.06% |
06.05.2024 | 1.79% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'835 CHF | 33'618 CHF | 100.00% | 100.00% |
03.05.2024 | 1.86% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'986 CHF | 34'375 CHF | 97.94% | 97.94% |
02.05.2024 | 1.66% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'653 CHF | 33'458 CHF | 99.40% | 99.40% |