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 | 2.70% | 0.82 CHF | 0.84 CHF | 70'000 | 50'000 | 46'563 | 37'495 | 37'689 CHF | 31'000 CHF | 97.80% | 97.80% |
15.05.2024 | 2.00% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 49'767 | 55'384 CHF | 40'166 CHF | 98.89% | 98.89% |
14.05.2024 | 2.12% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 74'310 | 50'000 | 53'986 CHF | 37'230 CHF | 97.05% | 97.05% |
13.05.2024 | 2.53% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 88'365 | 50'000 | 53'877 CHF | 31'295 CHF | 100.00% | 100.00% |
10.05.2024 | 2.54% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 86'627 | 50'000 | 53'573 CHF | 31'747 CHF | 94.82% | 94.82% |
08.05.2024 | 2.38% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 87'788 | 50'000 | 54'148 CHF | 31'606 CHF | 98.89% | 98.89% |
07.05.2024 | 2.78% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 92'495 | 50'000 | 52'246 CHF | 29'064 CHF | 99.98% | 99.98% |
06.05.2024 | 2.96% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 98'293 | 49'867 | 53'253 CHF | 27'836 CHF | 100.00% | 100.00% |
03.05.2024 | 5.27% | 0.47 CHF | 0.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'743 CHF | 12'380 CHF | 94.51% | 94.51% |
02.05.2024 | 5.26% | 0.50 CHF | 0.52 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 17'338 CHF | 18'275 CHF | 99.09% | 99.09% |