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 | 2.68% | 0.39 CHF | 0.40 CHF | 125'029 | 50'000 | 125'866 | 50'000 | 50'058 CHF | 20'426 CHF | 99.30% | 99.30% |
15.05.2024 | 2.77% | 0.40 CHF | 0.41 CHF | 127'554 | 50'000 | 131'848 | 49'489 | 50'552 CHF | 19'510 CHF | 98.93% | 98.93% |
14.05.2024 | 3.43% | 0.37 CHF | 0.39 CHF | 133'129 | 50'000 | 131'040 | 49'363 | 48'426 CHF | 18'878 CHF | 99.98% | 99.98% |
13.05.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 137'341 | 50'000 | 134'985 | 50'000 | 49'330 CHF | 18'795 CHF | 100.00% | 100.00% |
10.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 133'943 | 50'000 | 136'384 | 50'000 | 49'881 CHF | 18'799 CHF | 100.00% | 100.00% |
08.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 150'011 | 50'000 | 149'241 | 50'000 | 48'766 CHF | 16'842 CHF | 96.21% | 96.21% |
07.05.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 143'451 | 50'000 | 147'967 | 50'000 | 49'493 CHF | 17'232 CHF | 96.44% | 96.44% |
06.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 153'178 | 50'000 | 150'698 | 50'000 | 48'170 CHF | 16'485 CHF | 100.00% | 100.00% |
03.05.2024 | 3.57% | 0.33 CHF | 0.34 CHF | 147'840 | 50'000 | 154'797 | 50'000 | 48'898 CHF | 16'378 CHF | 94.75% | 94.75% |
02.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 165'480 | 50'000 | 167'573 | 50'000 | 48'585 CHF | 14'998 CHF | 99.13% | 99.13% |