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 | 2.12% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'433 CHF | 39'402 CHF | 98.70% | 98.70% |
15.05.2024 | 2.04% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 104'334 | 74'208 | 52'347 CHF | 38'055 CHF | 94.94% | 94.94% |
14.05.2024 | 4.39% | 0.43 CHF | 0.45 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 17'015 CHF | 17'777 CHF | 96.88% | 96.88% |
13.05.2024 | 2.19% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'894 | 75'000 | 53'143 CHF | 37'072 CHF | 95.93% | 95.93% |
10.05.2024 | 1.99% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 100'000 | 75'000 | 51'903 CHF | 39'710 CHF | 80.90% | 80.90% |
08.05.2024 | 2.03% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 101'596 | 75'000 | 51'516 CHF | 38'829 CHF | 58.65% | 58.65% |
07.05.2024 | 2.33% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 103'326 | 71'548 | 49'412 CHF | 34'991 CHF | 95.74% | 95.74% |
06.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'879 | 75'000 | 53'084 CHF | 37'009 CHF | 97.25% | 97.25% |
03.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 109'220 | 75'000 | 52'600 CHF | 36'900 CHF | 95.10% | 95.10% |
02.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 111'630 | 75'000 | 52'478 CHF | 36'039 CHF | 99.11% | 99.11% |