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 | 2.39% | 0.50 CHF | 0.51 CHF | 109'889 | 50'000 | 106'861 | 50'000 | 51'531 CHF | 24'722 CHF | 80.51% | 80.51% |
15.05.2024 | 2.50% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 105'806 | 49'711 | 52'240 CHF | 25'180 CHF | 82.34% | 82.34% |
14.05.2024 | 2.67% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'778 CHF | 24'638 CHF | 100.00% | 100.00% |
13.05.2024 | 2.95% | 0.46 CHF | 0.47 CHF | 112'301 | 50'000 | 109'977 | 50'000 | 50'982 CHF | 23'894 CHF | 93.96% | 93.96% |
10.05.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 105'201 | 50'000 | 51'715 CHF | 25'136 CHF | 100.00% | 100.00% |
08.05.2024 | 2.54% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 107'069 | 50'000 | 52'114 CHF | 25'014 CHF | 98.83% | 98.83% |
07.05.2024 | 2.36% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'090 CHF | 24'242 CHF | 97.06% | 97.06% |
06.05.2024 | 2.56% | 0.45 CHF | 0.46 CHF | 111'979 | 50'000 | 110'250 | 50'000 | 51'233 CHF | 23'841 CHF | 98.72% | 98.72% |
03.05.2024 | 2.36% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 108'995 | 50'000 | 52'798 CHF | 24'813 CHF | 78.36% | 78.36% |
02.05.2024 | 2.43% | 0.45 CHF | 0.47 CHF | 113'080 | 50'000 | 110'854 | 50'000 | 51'510 CHF | 23'809 CHF | 55.18% | 55.18% |