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 | 3.11% | 0.61 CHF | 0.63 CHF | 62'692 | 50'000 | 61'408 | 50'000 | 39'554 CHF | 33'226 CHF | 91.35% | 91.35% |
15.05.2024 | 3.56% | 0.63 CHF | 0.65 CHF | 61'409 | 50'000 | 62'748 | 49'449 | 37'231 CHF | 30'402 CHF | 91.75% | 91.75% |
14.05.2024 | 3.66% | 0.61 CHF | 0.64 CHF | 65'681 | 50'000 | 64'027 | 50'000 | 39'260 CHF | 31'821 CHF | 35.43% | 35.43% |
13.05.2024 | 3.54% | 0.58 CHF | 0.60 CHF | 63'557 | 50'000 | 64'474 | 50'000 | 36'675 CHF | 29'466 CHF | 100.00% | 100.00% |
10.05.2024 | 3.39% | 0.59 CHF | 0.61 CHF | 64'093 | 50'000 | 63'938 | 50'000 | 37'522 CHF | 30'363 CHF | 99.58% | 99.58% |
08.05.2024 | 4.37% | 0.50 CHF | 0.52 CHF | 68'049 | 50'000 | 68'638 | 50'000 | 33'733 CHF | 25'669 CHF | 100.00% | 100.00% |
07.05.2024 | 4.20% | 0.47 CHF | 0.49 CHF | 70'569 | 50'000 | 70'066 | 50'000 | 33'030 CHF | 24'586 CHF | 96.44% | 96.44% |
06.05.2024 | 4.22% | 0.45 CHF | 0.47 CHF | 70'829 | 50'000 | 70'470 | 50'000 | 32'779 CHF | 24'260 CHF | 99.58% | 99.58% |
03.05.2024 | 4.54% | 0.47 CHF | 0.49 CHF | 69'998 | 50'000 | 71'207 | 50'000 | 32'273 CHF | 23'731 CHF | 98.64% | 98.64% |
02.05.2024 | 4.82% | 0.41 CHF | 0.43 CHF | 75'443 | 50'000 | 75'707 | 50'000 | 30'761 CHF | 21'319 CHF | 98.17% | 98.17% |