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 | 1.57% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 54'648 CHF | 46'260 CHF | 99.34% | 99.34% |
15.05.2024 | 1.42% | 0.95 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 49'436 | 55'657 CHF | 46'505 CHF | 98.95% | 98.95% |
14.05.2024 | 1.47% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'888 | 50'000 | 51'701 CHF | 43'097 CHF | 100.00% | 100.00% |
13.05.2024 | 1.41% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'449 CHF | 43'484 CHF | 99.37% | 99.37% |
10.05.2024 | 1.39% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'744 | 50'000 | 54'264 CHF | 38'922 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'303 | 50'000 | 51'971 CHF | 37'590 CHF | 100.00% | 100.00% |
07.05.2024 | 3.08% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 41'055 | 41'055 | 34'440 CHF | 35'462 CHF | 94.40% | 94.40% |
06.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'865 | 75'000 | 53'516 CHF | 40'944 CHF | 98.68% | 98.68% |
03.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 104'164 | 75'000 | 51'769 CHF | 38'047 CHF | 97.89% | 97.89% |
02.05.2024 | 2.06% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'983 | 75'000 | 52'825 CHF | 36'773 CHF | 85.87% | 85.87% |