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 | 1.46% | 0.69 CHF | 0.71 CHF | 80'000 | 75'000 | 76'905 | 75'000 | 55'108 CHF | 54'554 CHF | 98.70% | 98.70% |
15.05.2024 | 1.49% | 0.74 CHF | 0.76 CHF | 75'000 | 75'000 | 78'176 | 74'208 | 53'979 CHF | 52'055 CHF | 94.91% | 94.91% |
14.05.2024 | 3.35% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 22'467 CHF | 23'232 CHF | 96.89% | 96.89% |
13.05.2024 | 1.58% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'879 CHF | 50'365 CHF | 95.93% | 95.93% |
10.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 75'342 | 75'000 | 54'683 CHF | 55'235 CHF | 76.59% | 76.59% |
08.05.2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 78'480 | 75'000 | 55'080 CHF | 53'450 CHF | 58.65% | 58.65% |
07.05.2024 | 1.74% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 76'189 | 71'637 | 50'294 CHF | 48'094 CHF | 98.20% | 98.20% |
06.05.2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'378 CHF | 50'814 CHF | 97.25% | 97.25% |
03.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'350 CHF | 50'773 CHF | 95.81% | 95.81% |
02.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 81'511 | 75'000 | 52'930 CHF | 49'517 CHF | 99.12% | 99.12% |