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 | 0.84% | 2.81 CHF | 2.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'259 CHF | 214'048 CHF | 97.17% | 97.17% |
15.05.2024 | 0.81% | 2.89 CHF | 2.91 CHF | 75'000 | 75'000 | 74'260 | 74'260 | 211'914 CHF | 213'629 CHF | 98.09% | 98.09% |
14.05.2024 | 0.84% | 2.79 CHF | 2.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'069 CHF | 205'791 CHF | 99.63% | 99.63% |
13.05.2024 | 0.86% | 2.72 CHF | 2.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 205'137 CHF | 206'911 CHF | 99.27% | 99.27% |
10.05.2024 | 0.91% | 2.63 CHF | 2.66 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'801 CHF | 193'549 CHF | 97.73% | 97.73% |
08.05.2024 | 0.93% | 2.47 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 187'515 CHF | 189'275 CHF | 96.68% | 96.68% |
07.05.2024 | 1.12% | 2.68 CHF | 2.71 CHF | 75'000 | 75'000 | 41'125 | 41'125 | 111'949 CHF | 113'189 CHF | 91.51% | 91.51% |
06.05.2024 | 1.13% | 2.00 CHF | 2.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 146'676 CHF | 148'341 CHF | 98.68% | 98.68% |
03.05.2024 | 1.20% | 1.88 CHF | 1.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 139'048 CHF | 140'727 CHF | 97.84% | 97.84% |
02.05.2024 | 1.22% | 1.78 CHF | 1.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 135'614 CHF | 137'281 CHF | 85.86% | 85.86% |