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 | 1.80% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'419 CHF | 44'474 CHF | 98.70% | 98.70% |
15.05.2024 | 1.83% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 94'350 | 74'208 | 52'860 CHF | 42'435 CHF | 94.94% | 94.94% |
14.05.2024 | 4.13% | 0.46 CHF | 0.48 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'169 CHF | 18'934 CHF | 96.55% | 96.55% |
13.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'989 | 75'000 | 53'776 CHF | 41'122 CHF | 95.93% | 95.93% |
10.05.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'559 CHF | 45'413 CHF | 80.90% | 80.90% |
08.05.2024 | 1.78% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 90'510 | 75'000 | 52'033 CHF | 43'901 CHF | 58.65% | 58.65% |
07.05.2024 | 2.07% | 0.55 CHF | 0.57 CHF | 100'000 | 75'000 | 94'384 | 71'635 | 50'791 CHF | 39'325 CHF | 98.22% | 98.22% |
06.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 98'773 | 75'000 | 53'842 CHF | 41'671 CHF | 97.25% | 97.25% |
03.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 98'119 | 75'000 | 53'435 CHF | 41'646 CHF | 95.82% | 95.82% |
02.05.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'020 | 75'000 | 53'052 CHF | 40'556 CHF | 99.13% | 99.13% |