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 | 1.07% | 3.02 CHF | 3.04 CHF | 75'000 | 75'000 | 49'678 | 49'678 | 148'503 CHF | 150'013 CHF | 98.89% | 98.89% |
15.05.2024 | 1.06% | 2.65 CHF | 2.69 CHF | 50'000 | 50'000 | 88'167 | 88'167 | 233'931 CHF | 236'319 CHF | 98.58% | 98.58% |
14.05.2024 | 0.99% | 2.61 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'643 CHF | 197'598 CHF | 92.95% | 92.95% |
13.05.2024 | 0.95% | 2.76 CHF | 2.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'647 CHF | 210'642 CHF | 95.75% | 95.75% |
10.05.2024 | 0.93% | 2.83 CHF | 2.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 280'111 CHF | 282'723 CHF | 99.52% | 99.52% |
08.05.2024 | 0.98% | 2.64 CHF | 2.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 260'964 CHF | 263'529 CHF | 98.96% | 98.96% |
07.05.2024 | 1.00% | 2.54 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 249'059 CHF | 251'551 CHF | 95.68% | 95.68% |
06.05.2024 | 0.94% | 2.45 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'962 CHF | 243'252 CHF | 94.73% | 94.73% |
03.05.2024 | 0.62% | 2.30 CHF | 2.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 234'005 CHF | 235'465 CHF | 95.58% | 95.58% |
02.05.2024 | 0.65% | 2.29 CHF | 2.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 232'162 CHF | 233'681 CHF | 99.08% | 99.08% |