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 | 2.11% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'955 | 75'000 | 52'214 CHF | 48'836 CHF | 97.20% | 97.20% |
15.05.2024 | 2.07% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 74'230 | 51'878 CHF | 49'131 CHF | 98.15% | 98.15% |
14.05.2024 | 2.29% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'800 CHF | 45'021 CHF | 99.99% | 99.99% |
13.05.2024 | 2.05% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 89'630 | 75'000 | 53'712 CHF | 45'884 CHF | 99.36% | 99.36% |
10.05.2024 | 2.52% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 100'411 | 75'000 | 52'632 CHF | 40'432 CHF | 100.00% | 100.00% |
08.05.2024 | 2.67% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 105'259 | 75'000 | 52'330 CHF | 38'340 CHF | 97.77% | 97.77% |
07.05.2024 | 3.51% | 0.58 CHF | 0.60 CHF | 90'000 | 75'000 | 42'543 | 41'102 | 25'531 CHF | 25'555 CHF | 92.08% | 92.08% |
06.05.2024 | 3.80% | 0.33 CHF | 0.34 CHF | 160'000 | 75'000 | 162'754 | 75'000 | 52'072 CHF | 24'940 CHF | 98.68% | 98.68% |
03.05.2024 | 3.77% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 176'381 | 75'000 | 51'749 CHF | 22'860 CHF | 98.00% | 98.00% |
02.05.2024 | 3.93% | 0.28 CHF | 0.29 CHF | 180'000 | 75'000 | 179'129 | 75'000 | 51'262 CHF | 22'330 CHF | 85.86% | 85.86% |