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 | 1.98% | 0.80 CHF | 0.82 CHF | 70'000 | 25'000 | 70'794 | 25'000 | 53'280 CHF | 19'206 CHF | 99.25% | 99.25% |
15.05.2024 | 1.99% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 70'066 | 24'952 | 53'519 CHF | 19'445 CHF | 98.90% | 98.90% |
14.05.2024 | 1.97% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'655 | 25'000 | 52'355 CHF | 18'903 CHF | 95.83% | 95.83% |
13.05.2024 | 2.03% | 0.73 CHF | 0.75 CHF | 70'000 | 25'000 | 72'083 | 25'000 | 53'422 CHF | 18'934 CHF | 91.37% | 91.37% |
10.05.2024 | 2.41% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 68'433 | 23'703 | 48'870 CHF | 17'367 CHF | 100.00% | 100.00% |
08.05.2024 | 2.82% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 90'785 | 25'000 | 52'540 CHF | 14'899 CHF | 100.00% | 100.00% |
07.05.2024 | 2.45% | 0.56 CHF | 0.58 CHF | 90'000 | 25'000 | 86'652 | 25'000 | 52'334 CHF | 15'505 CHF | 97.06% | 97.06% |
06.05.2024 | 2.82% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 100'946 | 25'000 | 51'663 CHF | 13'166 CHF | 96.91% | 96.91% |
03.05.2024 | 2.82% | 0.48 CHF | 0.49 CHF | 110'000 | 25'000 | 107'105 | 25'000 | 52'220 CHF | 12'548 CHF | 97.70% | 97.70% |
02.05.2024 | 3.16% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 109'415 | 50'000 | 51'876 CHF | 24'488 CHF | 99.28% | 99.28% |