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 | 1.98% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'349 CHF | 38'867 CHF | 99.25% | 99.25% |
15.05.2024 | 2.11% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 73'274 | 49'446 | 52'916 CHF | 36'512 CHF | 98.75% | 98.75% |
14.05.2024 | 2.14% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'499 | 50'000 | 54'471 CHF | 35'015 CHF | 99.99% | 99.99% |
13.05.2024 | 1.80% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'142 CHF | 40'103 CHF | 100.00% | 100.00% |
10.05.2024 | 1.47% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 63'741 | 50'000 | 53'282 CHF | 42'465 CHF | 100.00% | 100.00% |
08.05.2024 | 1.78% | 0.86 CHF | 0.88 CHF | 60'000 | 50'000 | 67'815 | 50'000 | 55'041 CHF | 41'376 CHF | 95.09% | 95.09% |
07.05.2024 | 1.93% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'812 CHF | 39'915 CHF | 96.70% | 96.70% |
06.05.2024 | 1.80% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'918 | 50'000 | 55'562 CHF | 40'457 CHF | 100.00% | 100.00% |
03.05.2024 | 1.69% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 70'461 | 50'000 | 53'252 CHF | 38'449 CHF | 97.92% | 97.92% |
02.05.2024 | 1.83% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 72'873 | 50'000 | 52'883 CHF | 36'995 CHF | 95.72% | 95.72% |