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 | 1.93% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 70'647 | 25'000 | 53'364 CHF | 19'263 CHF | 99.25% | 99.25% |
15.05.2024 | 2.01% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'060 | 24'952 | 52'151 CHF | 18'953 CHF | 98.90% | 98.90% |
14.05.2024 | 1.87% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'005 | 25'000 | 53'953 CHF | 19'631 CHF | 95.83% | 95.83% |
13.05.2024 | 1.89% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 71'186 | 25'000 | 54'727 CHF | 19'612 CHF | 91.37% | 91.37% |
10.05.2024 | 2.14% | 0.76 CHF | 0.78 CHF | 70'000 | 25'000 | 63'858 | 23'703 | 51'051 CHF | 19'333 CHF | 100.00% | 100.00% |
08.05.2024 | 1.69% | 0.97 CHF | 0.99 CHF | 60'000 | 25'000 | 52'328 | 25'000 | 52'717 CHF | 25'654 CHF | 100.00% | 100.00% |
07.05.2024 | 1.50% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 56'021 | 25'000 | 55'168 CHF | 25'044 CHF | 97.06% | 97.06% |
06.05.2024 | 1.45% | 1.04 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'952 CHF | 27'370 CHF | 96.91% | 96.91% |
03.05.2024 | 1.25% | 1.12 CHF | 1.13 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'404 CHF | 28'051 CHF | 97.92% | 97.92% |
02.05.2024 | 1.32% | 1.12 CHF | 1.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'068 CHF | 56'813 CHF | 99.40% | 99.40% |