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 | 3.89% | 0.36 CHF | 0.38 CHF | 140'000 | 25'000 | 129'247 | 25'000 | 52'286 CHF | 10'570 CHF | 99.25% | 99.25% |
15.05.2024 | 3.97% | 0.40 CHF | 0.42 CHF | 130'000 | 25'000 | 131'531 | 24'952 | 51'954 CHF | 10'276 CHF | 98.76% | 98.76% |
14.05.2024 | 3.38% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 122'513 | 25'000 | 51'605 CHF | 10'908 CHF | 95.82% | 95.82% |
13.05.2024 | 3.64% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 123'834 | 25'000 | 51'908 CHF | 10'918 CHF | 91.37% | 91.37% |
10.05.2024 | 3.62% | 0.41 CHF | 0.43 CHF | 130'000 | 25'000 | 105'058 | 23'703 | 47'333 CHF | 11'060 CHF | 100.00% | 100.00% |
08.05.2024 | 2.32% | 0.62 CHF | 0.64 CHF | 90'000 | 25'000 | 81'361 | 25'000 | 53'746 CHF | 16'921 CHF | 100.00% | 100.00% |
07.05.2024 | 2.33% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 83'989 | 25'000 | 53'424 CHF | 16'311 CHF | 97.06% | 97.06% |
06.05.2024 | 2.11% | 0.69 CHF | 0.71 CHF | 80'000 | 25'000 | 71'183 | 25'000 | 51'962 CHF | 18'649 CHF | 96.91% | 96.91% |
03.05.2024 | 1.91% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'158 CHF | 19'351 CHF | 97.92% | 97.92% |
02.05.2024 | 1.88% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'111 CHF | 39'384 CHF | 98.88% | 98.88% |