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 | 2.04% | 0.45 CHF | 0.46 CHF | 60'000 | 60'000 | 59'914 | 59'914 | 29'105 CHF | 29'705 CHF | 90.72% | 90.72% |
15.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 70'000 | 70'000 | 69'796 | 69'796 | 33'545 CHF | 34'245 CHF | 98.57% | 98.57% |
14.05.2024 | 2.55% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 69'951 | 69'951 | 27'190 CHF | 27'890 CHF | 97.91% | 97.91% |
13.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 28'739 CHF | 29'439 CHF | 99.78% | 99.78% |
10.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 30'556 CHF | 31'256 CHF | 99.91% | 99.91% |
08.05.2024 | 2.54% | 0.39 CHF | 0.40 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 27'213 CHF | 27'913 CHF | 98.83% | 98.83% |
07.05.2024 | 2.95% | 0.36 CHF | 0.37 CHF | 80'000 | 80'000 | 79'889 | 79'889 | 26'826 CHF | 27'626 CHF | 99.86% | 99.86% |
06.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 24'171 CHF | 24'971 CHF | 100.00% | 100.00% |
03.05.2024 | 3.75% | 0.30 CHF | 0.31 CHF | 90'000 | 90'000 | 95'358 | 95'358 | 25'210 CHF | 26'163 CHF | 99.89% | 99.89% |
02.05.2024 | 4.49% | 0.22 CHF | 0.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'810 CHF | 22'810 CHF | 99.98% | 99.98% |