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 | 1.41% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'255 | 50'000 | 55'027 CHF | 35'679 CHF | 99.30% | 99.30% |
15.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 49'489 | 53'428 CHF | 38'276 CHF | 98.93% | 98.93% |
14.05.2024 | 1.27% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 68'852 | 49'362 | 55'439 CHF | 40'243 CHF | 99.99% | 99.99% |
13.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 69'153 | 50'000 | 56'798 CHF | 41'578 CHF | 100.00% | 100.00% |
10.05.2024 | 1.18% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 61'778 | 50'000 | 51'926 CHF | 42'543 CHF | 100.00% | 100.00% |
08.05.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'204 CHF | 44'836 CHF | 100.00% | 100.00% |
07.05.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'054 CHF | 47'211 CHF | 97.79% | 97.79% |
06.05.2024 | 1.06% | 0.97 CHF | 0.98 CHF | 60'000 | 50'000 | 59'826 | 49'876 | 56'605 CHF | 47'690 CHF | 100.00% | 100.00% |
03.05.2024 | 1.99% | 0.97 CHF | 0.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'920 CHF | 25'420 CHF | 98.64% | 98.64% |
02.05.2024 | 1.93% | 1.05 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 25'648 CHF | 26'148 CHF | 99.13% | 99.13% |