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 | 1.08% | 0.93 CHF | 0.94 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'280 CHF | 46'567 CHF | 99.30% | 99.30% |
15.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 49'489 | 51'660 CHF | 43'109 CHF | 98.93% | 98.93% |
14.05.2024 | 1.24% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 65'683 | 49'362 | 53'754 CHF | 40'961 CHF | 99.99% | 99.99% |
13.05.2024 | 1.24% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'339 CHF | 40'742 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'174 CHF | 39'910 CHF | 100.00% | 100.00% |
08.05.2024 | 1.34% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'720 | 50'000 | 52'415 CHF | 37'579 CHF | 100.00% | 100.00% |
07.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'662 CHF | 35'289 CHF | 97.80% | 97.80% |
06.05.2024 | 1.46% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 78'918 | 49'876 | 53'937 CHF | 34'606 CHF | 100.00% | 100.00% |
03.05.2024 | 3.15% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'649 CHF | 16'149 CHF | 98.63% | 98.63% |
02.05.2024 | 3.29% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'956 CHF | 15'456 CHF | 97.69% | 97.69% |