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 | 2.16% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 54'135 | 37'496 | 33'681 CHF | 23'690 CHF | 97.80% | 97.80% |
15.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'993 | 49'752 | 55'353 CHF | 31'098 CHF | 98.95% | 98.95% |
14.05.2024 | 1.70% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'685 | 50'000 | 52'873 CHF | 29'665 CHF | 97.13% | 97.13% |
13.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'686 CHF | 26'843 CHF | 100.00% | 100.00% |
10.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'227 CHF | 27'114 CHF | 94.82% | 94.82% |
08.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'093 CHF | 27'046 CHF | 99.32% | 99.32% |
07.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'811 | 50'000 | 50'846 CHF | 25'724 CHF | 99.98% | 99.98% |
06.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 104'381 | 49'867 | 51'464 CHF | 25'101 CHF | 100.00% | 100.00% |
03.05.2024 | 3.20% | 0.46 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'521 CHF | 11'896 CHF | 94.57% | 94.57% |
02.05.2024 | 3.47% | 0.48 CHF | 0.49 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 17'039 CHF | 17'641 CHF | 99.09% | 99.09% |