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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.65% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 78'061 | 50'000 | 54'580 CHF | 35'569 CHF | 95.43% | 95.43% |
16.05.2024 | 1.60% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'764 CHF | 39'021 CHF | 84.78% | 84.78% |
15.05.2024 | 1.60% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 72'779 | 49'737 | 53'412 CHF | 37'142 CHF | 91.22% | 91.22% |
14.05.2024 | 3.17% | 0.71 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'858 CHF | 17'401 CHF | 96.99% | 96.99% |
13.05.2024 | 3.01% | 0.71 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'349 CHF | 18'910 CHF | 98.44% | 98.44% |
10.05.2024 | 2.39% | 0.75 CHF | 0.77 CHF | 25'000 | 25'000 | 43'360 | 34'826 | 32'163 CHF | 26'422 CHF | 83.34% | 83.34% |
08.05.2024 | 1.89% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 81'314 | 50'000 | 51'627 CHF | 32'365 CHF | 99.43% | 99.43% |
07.05.2024 | 2.03% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'709 CHF | 29'884 CHF | 96.12% | 96.12% |
06.05.2024 | 1.93% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 91'030 | 50'000 | 51'839 CHF | 29'038 CHF | 97.81% | 97.81% |
03.05.2024 | 2.20% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 99'844 | 50'000 | 52'486 CHF | 26'872 CHF | 92.06% | 92.06% |