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 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'567 CHF | 33'354 CHF | 99.30% | 99.30% |
15.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 73'744 | 49'489 | 52'861 CHF | 35'995 CHF | 98.93% | 98.93% |
14.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 68'853 | 49'363 | 52'346 CHF | 38'026 CHF | 99.99% | 99.99% |
13.05.2024 | 1.28% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'261 CHF | 39'258 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'621 CHF | 40'229 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 64'931 | 50'000 | 54'481 CHF | 42'517 CHF | 100.00% | 100.00% |
07.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'188 CHF | 44'823 CHF | 96.44% | 96.44% |
06.05.2024 | 1.11% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 59'826 | 49'876 | 53'807 CHF | 45'358 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.92 CHF | 0.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 23'764 CHF | 24'195 CHF | 98.64% | 98.64% |
02.05.2024 | 2.02% | 1.00 CHF | 1.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'473 CHF | 24'973 CHF | 99.13% | 99.13% |