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 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 79'490 | 25'000 | 56'211 CHF | 17'931 CHF | 94.10% | 94.10% |
15.05.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'215 | 24'950 | 51'271 CHF | 18'469 CHF | 98.95% | 98.95% |
14.05.2024 | 1.42% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 79'099 | 25'000 | 55'376 CHF | 17'758 CHF | 99.99% | 99.99% |
13.05.2024 | 1.42% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'965 CHF | 17'739 CHF | 89.03% | 89.03% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 77'396 | 25'000 | 55'017 CHF | 18'029 CHF | 100.00% | 100.00% |
08.05.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 78'296 | 25'000 | 54'677 CHF | 17'721 CHF | 100.00% | 100.00% |
07.05.2024 | 1.46% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'572 CHF | 17'304 CHF | 96.44% | 96.44% |
06.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'656 CHF | 16'392 CHF | 100.00% | 100.00% |
03.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'730 CHF | 16'416 CHF | 98.64% | 98.64% |
02.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 85'753 | 25'000 | 53'437 CHF | 15'837 CHF | 99.13% | 99.13% |