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 | 1.42% | 0.66 CHF | 0.67 CHF | 75'000 | 61'397 | 75'132 | 75'132 | 52'586 CHF | 53'338 CHF | 65.45% | 65.45% |
15.05.2024 | 1.91% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 109'536 | 109'536 | 56'762 CHF | 57'858 CHF | 99.13% | 99.13% |
14.05.2024 | 2.52% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 144'242 | 144'241 | 56'542 CHF | 57'984 CHF | 98.91% | 98.91% |
13.05.2024 | 2.01% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 116'252 | 116'252 | 57'039 CHF | 58'201 CHF | 99.13% | 99.13% |
10.05.2024 | 1.56% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 96'574 | 96'574 | 61'531 CHF | 62'497 CHF | 95.10% | 95.10% |
08.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 75'000 | 75'000 | 84'770 | 84'770 | 56'171 CHF | 57'019 CHF | 99.18% | 99.18% |
07.05.2024 | 1.10% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 74'922 | 74'922 | 67'661 CHF | 68'410 CHF | 98.95% | 98.95% |
06.05.2024 | 1.02% | 0.96 CHF | 0.97 CHF | 50'000 | 50'000 | 64'522 | 64'522 | 62'748 CHF | 63'394 CHF | 98.98% | 98.98% |
03.05.2024 | 1.06% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 71'578 | 71'578 | 67'299 CHF | 68'015 CHF | 98.97% | 98.97% |
02.05.2024 | 1.16% | 0.97 CHF | 0.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'411 CHF | 65'161 CHF | 98.74% | 98.74% |