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 | 3.59% | 0.75 CHF | 0.78 CHF | 70'000 | 50'000 | 70'448 | 50'000 | 53'474 CHF | 39'358 CHF | 75.99% | 75.99% |
15.05.2024 | 2.97% | 0.69 CHF | 0.72 CHF | 80'000 | 75'000 | 83'286 | 74'241 | 53'383 CHF | 49'094 CHF | 98.93% | 98.93% |
14.05.2024 | 2.65% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'065 | 74'031 | 53'210 CHF | 50'566 CHF | 98.67% | 98.67% |
13.05.2024 | 2.60% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 83'380 | 75'000 | 52'329 CHF | 48'343 CHF | 100.00% | 100.00% |
10.05.2024 | 2.87% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 81'491 | 75'000 | 52'254 CHF | 49'581 CHF | 65.33% | 65.33% |
08.05.2024 | 2.73% | 0.62 CHF | 0.64 CHF | 90'000 | 75'000 | 78'686 | 75'000 | 54'406 CHF | 53'332 CHF | 100.00% | 100.00% |
07.05.2024 | 3.31% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 70'515 | 54'446 CHF | 44'043 CHF | 98.93% | 98.93% |
06.05.2024 | 2.76% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'368 | 75'000 | 53'073 CHF | 45'802 CHF | 98.38% | 98.38% |
03.05.2024 | 2.89% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'491 | 75'000 | 52'604 CHF | 44'888 CHF | 96.28% | 96.28% |
02.05.2024 | 3.02% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 90'019 | 75'000 | 51'767 CHF | 44'455 CHF | 95.73% | 95.73% |