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 | 1.52% | 1.11 CHF | 1.13 CHF | 50'000 | 25'000 | 50'157 | 25'000 | 53'316 CHF | 26'987 CHF | 99.25% | 99.25% |
15.05.2024 | 1.42% | 1.07 CHF | 1.09 CHF | 50'000 | 25'000 | 50'000 | 24'952 | 53'769 CHF | 27'214 CHF | 98.90% | 98.90% |
14.05.2024 | 1.48% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'567 CHF | 26'675 CHF | 95.83% | 95.83% |
13.05.2024 | 1.46% | 1.05 CHF | 1.06 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'665 CHF | 26'719 CHF | 91.37% | 91.37% |
10.05.2024 | 1.56% | 1.06 CHF | 1.08 CHF | 50'000 | 25'000 | 46'410 | 23'703 | 47'640 CHF | 24'715 CHF | 100.00% | 100.00% |
08.05.2024 | 1.66% | 0.93 CHF | 0.94 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'461 CHF | 22'649 CHF | 100.00% | 100.00% |
07.05.2024 | 1.63% | 0.87 CHF | 0.89 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 54'913 CHF | 23'255 CHF | 97.06% | 97.06% |
06.05.2024 | 1.82% | 0.86 CHF | 0.87 CHF | 60'000 | 25'000 | 67'911 | 25'000 | 55'851 CHF | 20'954 CHF | 96.91% | 96.91% |
03.05.2024 | 1.85% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 69'942 | 25'000 | 55'809 CHF | 20'322 CHF | 97.70% | 97.70% |
02.05.2024 | 1.92% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'918 CHF | 39'988 CHF | 99.34% | 99.34% |