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 | 3.54% | 0.57 CHF | 0.59 CHF | 80'735 | 50'000 | 80'570 | 50'000 | 46'419 CHF | 29'853 CHF | 99.30% | 99.30% |
15.05.2024 | 4.04% | 0.55 CHF | 0.57 CHF | 83'058 | 50'000 | 85'352 | 49'563 | 44'029 CHF | 26'639 CHF | 98.64% | 98.64% |
14.05.2024 | 4.48% | 0.50 CHF | 0.52 CHF | 86'509 | 50'000 | 86'912 | 49'361 | 42'246 CHF | 25'098 CHF | 99.99% | 99.99% |
13.05.2024 | 2.42% | 0.46 CHF | 0.47 CHF | 91'609 | 50'000 | 94'378 | 50'000 | 40'971 CHF | 22'248 CHF | 100.00% | 100.00% |
10.05.2024 | 2.45% | 0.46 CHF | 0.47 CHF | 92'189 | 50'000 | 92'337 | 50'000 | 41'735 CHF | 23'165 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.47 CHF | 0.48 CHF | 91'434 | 50'000 | 90'196 | 50'000 | 43'138 CHF | 24'690 CHF | 99.18% | 99.18% |
07.05.2024 | 2.88% | 0.45 CHF | 0.46 CHF | 93'172 | 50'000 | 91'685 | 50'000 | 44'064 CHF | 24'728 CHF | 80.61% | 80.61% |
06.05.2024 | 3.66% | 0.49 CHF | 0.51 CHF | 89'749 | 50'000 | 88'082 | 50'000 | 44'612 CHF | 26'288 CHF | 100.00% | 100.00% |
03.05.2024 | 3.80% | 0.51 CHF | 0.53 CHF | 86'816 | 50'000 | 84'182 | 50'000 | 45'973 CHF | 28'373 CHF | 98.64% | 98.64% |
02.05.2024 | 3.82% | 0.55 CHF | 0.57 CHF | 84'824 | 50'000 | 84'624 | 50'000 | 45'942 CHF | 28'206 CHF | 99.02% | 99.02% |