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 | 1.73% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'101 CHF | 58'100 CHF | 94.32% | 94.32% |
15.05.2024 | 1.86% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'198 | 74'427 | 56'640 CHF | 57'103 CHF | 87.05% | 87.05% |
14.05.2024 | 2.19% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'764 CHF | 51'520 CHF | 98.26% | 98.26% |
13.05.2024 | 1.92% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'534 CHF | 53'072 CHF | 100.00% | 100.00% |
10.05.2024 | 1.94% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 79'330 | 75'000 | 56'134 CHF | 54'116 CHF | 100.00% | 100.00% |
08.05.2024 | 2.02% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 80'026 | 75'000 | 52'886 CHF | 50'574 CHF | 100.00% | 100.00% |
07.05.2024 | 2.19% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 89'311 | 75'000 | 54'465 CHF | 46'762 CHF | 97.06% | 97.06% |
06.05.2024 | 2.34% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'917 CHF | 44'287 CHF | 100.00% | 100.00% |
03.05.2024 | 2.45% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 96'702 | 75'000 | 51'695 CHF | 41'200 CHF | 97.86% | 97.86% |
02.05.2024 | 2.75% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 109'161 | 75'000 | 53'017 CHF | 37'452 CHF | 98.31% | 98.31% |