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 | 2.61% | 0.51 CHF | 0.53 CHF | 100'000 | 25'000 | 94'831 | 25'000 | 52'785 CHF | 14'320 CHF | 99.25% | 99.25% |
15.05.2024 | 2.71% | 0.55 CHF | 0.57 CHF | 100'000 | 25'000 | 97'802 | 24'952 | 53'419 CHF | 14'019 CHF | 98.73% | 98.73% |
14.05.2024 | 2.72% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 91'238 | 25'000 | 52'137 CHF | 14'690 CHF | 95.83% | 95.83% |
13.05.2024 | 2.44% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 92'195 | 25'000 | 52'692 CHF | 14'668 CHF | 91.37% | 91.37% |
10.05.2024 | 2.58% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 80'317 | 23'703 | 48'319 CHF | 14'615 CHF | 100.00% | 100.00% |
08.05.2024 | 2.07% | 0.77 CHF | 0.79 CHF | 70'000 | 25'000 | 68'589 | 25'000 | 55'607 CHF | 20'706 CHF | 100.00% | 100.00% |
07.05.2024 | 2.10% | 0.83 CHF | 0.85 CHF | 70'000 | 25'000 | 69'869 | 25'000 | 55'008 CHF | 20'103 CHF | 97.06% | 97.06% |
06.05.2024 | 1.75% | 0.84 CHF | 0.86 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 52'824 CHF | 22'399 CHF | 96.91% | 96.91% |
03.05.2024 | 1.69% | 0.92 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'564 CHF | 23'123 CHF | 97.92% | 97.92% |
02.05.2024 | 1.69% | 0.92 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'383 CHF | 46'939 CHF | 99.40% | 99.40% |