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 | 3.61% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 77'879 | 30'431 | 54'870 CHF | 22'454 CHF | 99.65% | 99.65% |
15.05.2024 | 3.99% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 84'153 | 30'434 | 53'376 CHF | 20'228 CHF | 99.64% | 99.64% |
14.05.2024 | 4.32% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'917 | 30'476 | 52'401 CHF | 18'593 CHF | 98.85% | 98.85% |
13.05.2024 | 5.30% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 111'546 | 30'708 | 51'869 CHF | 14'975 CHF | 94.87% | 94.87% |
10.05.2024 | 4.23% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'454 | 30'306 | 53'485 CHF | 18'521 CHF | 98.46% | 98.46% |
08.05.2024 | 3.87% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'341 | 30'434 | 52'008 CHF | 20'372 CHF | 99.66% | 99.66% |
07.05.2024 | 4.28% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 87'831 | 30'433 | 52'377 CHF | 19'265 CHF | 99.66% | 99.66% |
06.05.2024 | 4.39% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 92'682 | 30'963 | 51'865 CHF | 17'999 CHF | 90.80% | 90.80% |
03.05.2024 | 4.44% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 93'643 | 30'413 | 51'851 CHF | 17'314 CHF | 99.55% | 99.55% |
02.05.2024 | 4.93% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 101'593 | 30'422 | 51'645 CHF | 16'252 CHF | 99.61% | 99.61% |