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 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 99'821 | 50'000 | 52'871 CHF | 26'986 CHF | 99.30% | 99.30% |
15.05.2024 | 1.70% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 49'489 | 53'122 CHF | 29'711 CHF | 98.93% | 98.93% |
14.05.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 81'767 | 49'363 | 51'507 CHF | 31'641 CHF | 99.99% | 99.99% |
13.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'677 CHF | 32'798 CHF | 100.00% | 100.00% |
10.05.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'237 CHF | 33'773 CHF | 100.00% | 100.00% |
08.05.2024 | 1.40% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 75'515 | 50'000 | 53'626 CHF | 36'063 CHF | 100.00% | 100.00% |
07.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'021 CHF | 38'372 CHF | 96.75% | 96.75% |
06.05.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 69'777 | 49'876 | 53'820 CHF | 38'970 CHF | 100.00% | 100.00% |
03.05.2024 | 2.41% | 0.79 CHF | 0.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'547 CHF | 21'047 CHF | 98.64% | 98.64% |
02.05.2024 | 2.33% | 0.87 CHF | 0.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'255 CHF | 21'755 CHF | 99.13% | 99.13% |