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 | 2.28% | 0.86 CHF | 0.88 CHF | 80'000 | 80'000 | 79'736 | 79'736 | 69'684 CHF | 71'284 CHF | 99.90% | 99.90% |
15.05.2024 | 2.42% | 0.87 CHF | 0.89 CHF | 80'000 | 80'000 | 79'854 | 79'854 | 65'389 CHF | 66'989 CHF | 100.00% | 100.00% |
14.05.2024 | 2.78% | 0.76 CHF | 0.78 CHF | 80'000 | 80'000 | 79'943 | 79'943 | 56'850 CHF | 58'450 CHF | 99.81% | 99.81% |
13.05.2024 | 2.69% | 0.71 CHF | 0.73 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 58'656 CHF | 60'256 CHF | 99.58% | 99.58% |
10.05.2024 | 2.69% | 0.72 CHF | 0.74 CHF | 80'000 | 80'000 | 79'975 | 79'975 | 58'818 CHF | 60'418 CHF | 100.00% | 100.00% |
08.05.2024 | 2.75% | 0.72 CHF | 0.74 CHF | 80'000 | 80'000 | 79'691 | 79'691 | 57'566 CHF | 59'166 CHF | 98.52% | 98.52% |
07.05.2024 | 3.00% | 0.67 CHF | 0.69 CHF | 90'000 | 90'000 | 90'515 | 90'515 | 59'800 CHF | 61'615 CHF | 99.43% | 99.43% |
06.05.2024 | 3.56% | 0.43 CHF | 0.45 CHF | 100'000 | 100'000 | 100'482 | 100'482 | 41'704 CHF | 43'211 CHF | 100.00% | 100.00% |
03.05.2024 | 3.85% | 0.36 CHF | 0.38 CHF | 120'000 | 120'000 | 121'360 | 121'360 | 38'720 CHF | 40'249 CHF | 99.98% | 99.98% |
02.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 29'980 CHF | 31'180 CHF | 98.52% | 98.52% |