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 | 1.52% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 81'229 | 75'000 | 53'223 CHF | 50'007 CHF | 99.30% | 99.30% |
15.05.2024 | 1.81% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 83'781 | 74'240 | 53'193 CHF | 48'081 CHF | 98.64% | 98.64% |
14.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'302 | 74'048 | 52'085 CHF | 48'850 CHF | 99.94% | 99.94% |
13.05.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 87'832 | 75'000 | 52'988 CHF | 46'147 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 84'422 | 75'000 | 53'095 CHF | 48'007 CHF | 100.00% | 100.00% |
08.05.2024 | 2.03% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 105'773 | 75'000 | 51'476 CHF | 37'292 CHF | 100.00% | 100.00% |
07.05.2024 | 2.19% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 115'617 | 75'000 | 52'338 CHF | 34'773 CHF | 98.92% | 98.92% |
06.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 113'139 | 75'000 | 52'484 CHF | 35'616 CHF | 100.00% | 100.00% |
03.05.2024 | 2.41% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 126'625 | 75'000 | 51'888 CHF | 31'619 CHF | 97.49% | 97.49% |
02.05.2024 | 3.48% | 0.26 CHF | 0.27 CHF | 200'000 | 75'000 | 182'216 | 75'000 | 51'473 CHF | 22'145 CHF | 98.40% | 98.40% |