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 | 3.51% | 0.59 CHF | 0.61 CHF | 66'228 | 50'000 | 65'829 | 50'000 | 39'450 CHF | 31'042 CHF | 99.30% | 99.30% |
15.05.2024 | 3.66% | 0.59 CHF | 0.61 CHF | 66'865 | 50'000 | 68'321 | 49'490 | 38'182 CHF | 28'691 CHF | 98.93% | 98.93% |
14.05.2024 | 4.24% | 0.51 CHF | 0.53 CHF | 71'281 | 50'000 | 72'528 | 49'363 | 35'060 CHF | 24'918 CHF | 99.98% | 99.98% |
13.05.2024 | 4.44% | 0.45 CHF | 0.47 CHF | 76'904 | 50'000 | 75'813 | 50'000 | 34'861 CHF | 24'039 CHF | 97.36% | 97.36% |
10.05.2024 | 4.61% | 0.47 CHF | 0.49 CHF | 78'562 | 50'000 | 80'158 | 50'000 | 35'746 CHF | 23'368 CHF | 100.00% | 100.00% |
08.05.2024 | 4.20% | 0.45 CHF | 0.47 CHF | 79'451 | 50'000 | 76'103 | 50'000 | 37'672 CHF | 25'842 CHF | 100.00% | 100.00% |
07.05.2024 | 4.55% | 0.50 CHF | 0.52 CHF | 76'394 | 50'000 | 81'224 | 50'000 | 36'009 CHF | 23'226 CHF | 98.92% | 98.92% |
06.05.2024 | 4.44% | 0.40 CHF | 0.43 CHF | 85'439 | 50'000 | 80'583 | 50'000 | 36'623 CHF | 23'787 CHF | 100.00% | 100.00% |
03.05.2024 | 4.38% | 0.45 CHF | 0.48 CHF | 82'491 | 50'000 | 82'173 | 50'000 | 38'004 CHF | 24'178 CHF | 98.64% | 98.64% |
02.05.2024 | 4.47% | 0.42 CHF | 0.44 CHF | 88'670 | 50'000 | 84'422 | 50'000 | 38'106 CHF | 23'625 CHF | 99.13% | 99.13% |