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 | 1.90% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 68'661 | 50'000 | 55'547 CHF | 41'261 CHF | 99.25% | 99.25% |
15.05.2024 | 1.49% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 62'433 | 49'446 | 53'097 CHF | 42'733 CHF | 98.73% | 98.73% |
14.05.2024 | 1.31% | 0.89 CHF | 0.90 CHF | 60'000 | 50'000 | 60'117 | 50'000 | 53'479 CHF | 45'069 CHF | 99.99% | 99.99% |
13.05.2024 | 1.51% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'156 CHF | 39'998 CHF | 100.00% | 100.00% |
10.05.2024 | 1.63% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'276 | 50'000 | 52'214 CHF | 37'766 CHF | 100.00% | 100.00% |
08.05.2024 | 1.99% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 69'334 | 50'000 | 53'338 CHF | 39'302 CHF | 98.86% | 98.86% |
07.05.2024 | 1.72% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'851 CHF | 40'585 CHF | 96.70% | 96.70% |
06.05.2024 | 1.58% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'179 CHF | 40'043 CHF | 100.00% | 100.00% |
03.05.2024 | 1.54% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 65'231 | 50'000 | 54'107 CHF | 42'197 CHF | 97.92% | 97.92% |
02.05.2024 | 1.55% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 60'830 | 50'000 | 52'295 CHF | 43'678 CHF | 95.72% | 95.72% |