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 | 2.90% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 78'852 | 75'000 | 55'320 CHF | 54'187 CHF | 98.70% | 98.70% |
15.05.2024 | 2.25% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 82'808 | 74'208 | 54'462 CHF | 50'181 CHF | 94.94% | 94.94% |
14.05.2024 | 4.03% | 0.46 CHF | 0.48 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'718 CHF | 19'483 CHF | 95.39% | 95.39% |
13.05.2024 | 1.73% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'327 | 75'000 | 54'609 CHF | 46'664 CHF | 95.94% | 95.94% |
10.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 79'368 | 75'000 | 55'924 CHF | 53'643 CHF | 80.91% | 80.91% |
08.05.2024 | 1.51% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'279 CHF | 50'708 CHF | 58.66% | 58.66% |
07.05.2024 | 1.87% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 84'755 | 71'635 | 51'635 CHF | 44'449 CHF | 98.23% | 98.23% |
06.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 86'176 | 75'000 | 53'330 CHF | 47'244 CHF | 97.27% | 97.27% |
03.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 86'476 | 75'000 | 53'714 CHF | 47'405 CHF | 95.81% | 95.81% |
02.05.2024 | 1.70% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'463 | 75'000 | 54'004 CHF | 45'584 CHF | 98.88% | 98.88% |