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 | 2.18% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 115'553 | 50'000 | 52'364 CHF | 23'179 CHF | 99.30% | 99.30% |
15.05.2024 | 1.97% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 49'489 | 51'325 CHF | 25'903 CHF | 98.93% | 98.93% |
14.05.2024 | 1.83% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 91'612 | 49'362 | 50'776 CHF | 27'903 CHF | 99.99% | 99.99% |
13.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 90'284 | 50'000 | 51'596 CHF | 29'078 CHF | 100.00% | 100.00% |
10.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'178 CHF | 30'043 CHF | 100.00% | 100.00% |
08.05.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 84'388 | 50'000 | 53'652 CHF | 32'336 CHF | 100.00% | 100.00% |
07.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'738 CHF | 34'711 CHF | 97.79% | 97.79% |
06.05.2024 | 1.43% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 77'226 | 49'876 | 53'695 CHF | 35'221 CHF | 100.00% | 100.00% |
03.05.2024 | 2.39% | 0.72 CHF | 0.74 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'670 CHF | 19'121 CHF | 98.64% | 98.64% |
02.05.2024 | 2.55% | 0.80 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'398 CHF | 19'898 CHF | 99.13% | 99.13% |