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 | 1.19% | 0.83 CHF | 0.84 CHF | 70'000 | 10'000 | 63'711 | 10'000 | 53'218 CHF | 8'467 CHF | 99.31% | 99.31% |
15.05.2024 | 1.32% | 0.80 CHF | 0.81 CHF | 70'000 | 20'000 | 70'000 | 19'747 | 53'617 CHF | 15'318 CHF | 90.14% | 90.14% |
14.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70'000 | 20'000 | 71'467 | 20'000 | 51'927 CHF | 14'739 CHF | 99.88% | 99.88% |
13.05.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70'000 | 10'000 | 71'880 | 10'000 | 52'087 CHF | 7'356 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 10'000 | 70'439 | 10'000 | 51'865 CHF | 7'469 CHF | 92.17% | 92.17% |
08.05.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 70'000 | 10'000 | 70'000 | 10'000 | 51'821 CHF | 7'506 CHF | 99.99% | 99.99% |
07.05.2024 | 2.37% | 0.72 CHF | 0.73 CHF | 70'000 | 10'000 | 79'228 | 10'000 | 55'162 CHF | 7'132 CHF | 98.92% | 98.92% |
06.05.2024 | 2.60% | 0.68 CHF | 0.70 CHF | 80'000 | 10'000 | 79'600 | 9'973 | 55'012 CHF | 7'073 CHF | 100.00% | 100.00% |
03.05.2024 | 4.02% | 0.67 CHF | 0.69 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'398 CHF | 3'537 CHF | 82.17% | 82.17% |
02.05.2024 | 3.57% | 0.73 CHF | 0.76 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'780 CHF | 3'917 CHF | 87.92% | 87.92% |