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 | 1.64% | 1.99 CHF | 2.02 CHF | 75'000 | 75'000 | 49'679 | 49'679 | 97'638 CHF | 99'172 CHF | 98.88% | 98.88% |
15.05.2024 | 1.10% | 1.65 CHF | 1.67 CHF | 50'000 | 50'000 | 88'167 | 88'167 | 145'155 CHF | 146'659 CHF | 98.58% | 98.58% |
14.05.2024 | 0.99% | 1.60 CHF | 1.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 119'868 CHF | 121'061 CHF | 92.95% | 92.95% |
13.05.2024 | 0.90% | 1.74 CHF | 1.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 132'339 CHF | 133'533 CHF | 95.75% | 95.75% |
10.05.2024 | 0.88% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 178'545 CHF | 180'123 CHF | 99.52% | 99.52% |
08.05.2024 | 0.95% | 1.64 CHF | 1.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 161'010 CHF | 162'549 CHF | 98.96% | 98.96% |
07.05.2024 | 0.97% | 1.55 CHF | 1.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 149'162 CHF | 150'613 CHF | 95.68% | 95.68% |
06.05.2024 | 1.08% | 1.46 CHF | 1.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 141'510 CHF | 143'040 CHF | 94.73% | 94.73% |
03.05.2024 | 1.09% | 1.31 CHF | 1.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 135'075 CHF | 136'561 CHF | 95.68% | 95.68% |
02.05.2024 | 1.10% | 1.30 CHF | 1.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 133'231 CHF | 134'708 CHF | 98.81% | 98.81% |