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 | 1.81% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 58'859 CHF | 59'936 CHF | 99.25% | 99.25% |
15.05.2024 | 1.81% | 0.79 CHF | 0.81 CHF | 75'000 | 75'000 | 74'900 | 74'496 | 58'011 CHF | 58'738 CHF | 98.90% | 98.90% |
14.05.2024 | 2.10% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'310 CHF | 51'038 CHF | 100.00% | 100.00% |
13.05.2024 | 2.02% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'255 CHF | 52'856 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 76'847 | 75'000 | 55'150 CHF | 54'881 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 80'344 | 75'000 | 53'222 CHF | 50'742 CHF | 100.00% | 100.00% |
07.05.2024 | 2.21% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 89'976 | 75'000 | 53'542 CHF | 45'629 CHF | 97.06% | 97.06% |
06.05.2024 | 2.56% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 98'430 | 75'000 | 53'526 CHF | 41'861 CHF | 100.00% | 100.00% |
03.05.2024 | 2.82% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 109'588 | 75'000 | 52'666 CHF | 37'391 CHF | 97.86% | 97.86% |
02.05.2024 | 3.10% | 0.40 CHF | 0.42 CHF | 130'000 | 75'000 | 129'352 | 75'000 | 52'351 CHF | 31'341 CHF | 99.07% | 99.07% |