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 | 1.70% | 0.76 CHF | 0.77 CHF | 250'000 | 250'000 | 117'596 | 117'596 | 74'274 CHF | 75'459 CHF | 98.95% | 98.95% |
15.05.2024 | 1.95% | 0.55 CHF | 0.56 CHF | 270'000 | 270'000 | 120'992 | 120'992 | 64'120 CHF | 65'337 CHF | 99.97% | 99.97% |
14.05.2024 | 1.67% | 0.49 CHF | 0.50 CHF | 240'000 | 240'000 | 93'470 | 93'470 | 53'816 CHF | 54'753 CHF | 95.18% | 96.24% |
13.05.2024 | 1.52% | 0.73 CHF | 0.74 CHF | 260'000 | 260'000 | 119'612 | 119'612 | 81'936 CHF | 83'138 CHF | 99.49% | 99.49% |
10.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 270'000 | 270'000 | 121'158 | 121'158 | 68'708 CHF | 69'925 CHF | 100.00% | 100.00% |
08.05.2024 | 2.07% | 0.52 CHF | 0.53 CHF | 270'000 | 270'000 | 130'254 | 130'254 | 65'184 CHF | 66'493 CHF | 99.14% | 99.14% |
07.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 260'000 | 260'000 | 118'938 | 118'938 | 64'898 CHF | 66'094 CHF | 99.99% | 99.99% |
06.05.2024 | 1.66% | 0.62 CHF | 0.63 CHF | 260'000 | 260'000 | 119'030 | 119'030 | 72'991 CHF | 74'186 CHF | 100.00% | 100.00% |
03.05.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 270'000 | 270'000 | 121'464 | 121'464 | 72'440 CHF | 73'659 CHF | 99.51% | 99.51% |
02.05.2024 | 2.09% | 0.54 CHF | 0.55 CHF | 300'000 | 300'000 | 148'729 | 148'729 | 73'440 CHF | 74'934 CHF | 99.99% | 99.99% |