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 | 1.53% | 0.67 CHF | 0.68 CHF | 71'667 | 50'000 | 71'176 | 50'000 | 46'318 CHF | 33'035 CHF | 99.25% | 99.25% |
15.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 71'080 | 50'000 | 71'347 | 49'759 | 46'398 CHF | 32'859 CHF | 98.90% | 98.90% |
14.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 71'652 | 50'000 | 71'830 | 50'000 | 47'829 CHF | 33'791 CHF | 100.00% | 100.00% |
13.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 71'841 | 50'000 | 71'603 | 50'000 | 47'235 CHF | 33'484 CHF | 100.00% | 100.00% |
10.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 71'691 | 50'000 | 71'733 | 50'000 | 47'665 CHF | 33'723 CHF | 100.00% | 100.00% |
08.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 72'390 | 50'000 | 72'506 | 50'000 | 50'938 CHF | 35'627 CHF | 98.86% | 98.86% |
07.05.2024 | 1.32% | 0.71 CHF | 0.72 CHF | 72'665 | 50'000 | 70'438 | 50'000 | 53'059 CHF | 38'178 CHF | 96.43% | 96.43% |
06.05.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'321 CHF | 40'729 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'867 CHF | 64'617 CHF | 65.58% | 65.58% |
02.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 67'457 CHF | 68'207 CHF | 99.40% | 99.40% |