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 | 2.80% | 0.74 CHF | 0.76 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 51'937 CHF | 15'261 CHF | 98.68% | 98.68% |
15.05.2024 | 3.06% | 0.72 CHF | 0.75 CHF | 70'000 | 10'000 | 79'984 | 19'813 | 55'414 CHF | 14'145 CHF | 65.88% | 65.88% |
14.05.2024 | 3.05% | 0.67 CHF | 0.69 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 52'661 CHF | 13'573 CHF | 88.41% | 88.41% |
13.05.2024 | 3.30% | 0.65 CHF | 0.67 CHF | 80'000 | 20'000 | 81'233 | 20'000 | 51'856 CHF | 13'201 CHF | 41.73% | 41.73% |
10.05.2024 | 3.09% | 0.66 CHF | 0.68 CHF | 80'000 | 20'000 | 80'000 | 20'000 | 52'675 CHF | 13'581 CHF | 99.27% | 99.27% |
08.05.2024 | 3.41% | 0.60 CHF | 0.63 CHF | 89'039 | 20'000 | 89'567 | 20'000 | 54'099 CHF | 12'499 CHF | 85.56% | 85.56% |
07.05.2024 | 3.44% | 0.61 CHF | 0.63 CHF | 88'771 | 20'000 | 87'797 | 20'000 | 53'783 CHF | 12'686 CHF | 87.32% | 87.32% |
06.05.2024 | 3.39% | 0.61 CHF | 0.63 CHF | 90'000 | 20'000 | 89'796 | 20'000 | 54'360 CHF | 12'525 CHF | 80.96% | 80.96% |
03.05.2024 | 3.47% | 0.59 CHF | 0.61 CHF | 90'000 | 20'000 | 91'749 | 20'000 | 52'006 CHF | 11'754 CHF | 61.29% | 61.29% |
02.05.2024 | 4.34% | 0.46 CHF | 0.48 CHF | 109'661 | 20'000 | 111'051 | 20'000 | 50'047 CHF | 9'414 CHF | 71.75% | 71.75% |