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 | 2.74% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 99'617 | 75'000 | 51'724 CHF | 40'034 CHF | 99.25% | 99.25% |
15.05.2024 | 2.66% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 98'538 | 74'496 | 52'253 CHF | 40'650 CHF | 98.90% | 98.90% |
14.05.2024 | 2.19% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 82'729 | 75'000 | 52'837 CHF | 49'022 CHF | 100.00% | 100.00% |
13.05.2024 | 2.24% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 88'630 | 75'000 | 54'561 CHF | 47'234 CHF | 100.00% | 100.00% |
10.05.2024 | 2.25% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'292 CHF | 45'421 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'259 | 75'000 | 52'107 CHF | 49'715 CHF | 100.00% | 100.00% |
07.05.2024 | 1.96% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 77'572 | 75'000 | 55'573 CHF | 54'823 CHF | 97.06% | 97.06% |
06.05.2024 | 1.74% | 0.77 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'625 CHF | 58'639 CHF | 100.00% | 100.00% |
03.05.2024 | 1.48% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'302 CHF | 63'228 CHF | 97.14% | 97.14% |
02.05.2024 | 1.56% | 0.91 CHF | 0.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 68'297 CHF | 69'370 CHF | 99.39% | 99.39% |