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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.88% | 0.99 CHF | 1.00 CHF | 60'000 | 50'000 | 56'836 | 21'987 | 56'224 CHF | 22'041 CHF | 87.28% | 87.28% |
16.05.2024 | 1.68% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 21'918 | 54'856 CHF | 23'968 CHF | 87.72% | 87.72% |
15.05.2024 | 2.02% | 1.06 CHF | 1.07 CHF | 50'000 | 50'000 | 58'314 | 20'888 | 54'434 CHF | 20'513 CHF | 99.56% | 99.56% |
14.05.2024 | 2.20% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 65'009 | 22'466 | 54'475 CHF | 19'085 CHF | 84.19% | 84.19% |
13.05.2024 | 2.13% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 61'803 | 21'570 | 54'075 CHF | 18'825 CHF | 74.16% | 74.16% |
10.05.2024 | 1.76% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 58'139 | 30'344 | 57'007 CHF | 30'156 CHF | 45.48% | 45.48% |
08.05.2024 | 1.76% | 1.03 CHF | 1.04 CHF | 50'000 | 50'000 | 50'000 | 22'118 | 52'585 CHF | 23'417 CHF | 87.22% | 87.22% |
07.05.2024 | 1.96% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 58'753 | 22'937 | 55'631 CHF | 22'485 CHF | 80.39% | 80.39% |
06.05.2024 | 2.60% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 77'281 | 22'991 | 54'966 CHF | 17'485 CHF | 79.68% | 79.68% |
03.05.2024 | 2.55% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 75'484 | 23'541 | 53'635 CHF | 16'802 CHF | 74.76% | 74.76% |