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 | 1.81% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 42'493 | 37'495 | 38'076 CHF | 34'129 CHF | 97.80% | 97.80% |
15.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 49'752 | 52'758 CHF | 44'245 CHF | 98.95% | 98.95% |
14.05.2024 | 1.23% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 65'405 | 50'000 | 53'772 CHF | 41'745 CHF | 97.11% | 97.11% |
13.05.2024 | 1.36% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'314 | 50'000 | 51'266 CHF | 36'959 CHF | 100.00% | 100.00% |
10.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'038 | 50'000 | 51'496 CHF | 37'263 CHF | 94.82% | 94.82% |
08.05.2024 | 1.36% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'008 | 50'000 | 51'299 CHF | 37'138 CHF | 99.32% | 99.32% |
07.05.2024 | 1.44% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 79'852 | 50'000 | 55'190 CHF | 35'060 CHF | 99.98% | 99.98% |
06.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 79'707 | 49'867 | 53'551 CHF | 34'001 CHF | 100.00% | 100.00% |
03.05.2024 | 2.51% | 0.61 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'375 CHF | 15'765 CHF | 94.63% | 94.63% |
02.05.2024 | 2.51% | 0.64 CHF | 0.65 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'787 CHF | 23'366 CHF | 99.09% | 99.09% |