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 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'633 CHF | 34'646 CHF | 99.30% | 99.30% |
15.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 84'873 | 49'489 | 52'957 CHF | 31'400 CHF | 98.93% | 98.93% |
14.05.2024 | 1.75% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 88'486 | 49'362 | 51'450 CHF | 29'207 CHF | 99.99% | 99.99% |
13.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'934 | 50'000 | 51'592 CHF | 28'877 CHF | 100.00% | 100.00% |
10.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 96'798 | 50'000 | 53'402 CHF | 28'098 CHF | 100.00% | 100.00% |
08.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 103'944 | 50'000 | 52'653 CHF | 25'868 CHF | 100.00% | 100.00% |
07.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 112'530 | 50'000 | 51'715 CHF | 23'490 CHF | 96.76% | 96.76% |
06.05.2024 | 2.23% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 116'183 | 49'876 | 51'876 CHF | 22'812 CHF | 100.00% | 100.00% |
03.05.2024 | 4.32% | 0.42 CHF | 0.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'805 CHF | 10'236 CHF | 98.64% | 98.64% |
02.05.2024 | 4.67% | 0.34 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'092 CHF | 9'527 CHF | 99.13% | 99.13% |