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 | 2.26% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'054 CHF | 46'075 CHF | 94.32% | 94.32% |
15.05.2024 | 2.40% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'050 | 74'427 | 53'531 CHF | 45'315 CHF | 87.05% | 87.05% |
14.05.2024 | 2.66% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'225 CHF | 40'225 CHF | 98.32% | 98.32% |
13.05.2024 | 2.24% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 99'720 | 75'000 | 54'172 CHF | 41'670 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'242 | 75'000 | 53'299 CHF | 42'566 CHF | 100.00% | 100.00% |
08.05.2024 | 2.56% | 0.51 CHF | 0.53 CHF | 100'000 | 75'000 | 100'781 | 75'000 | 51'595 CHF | 39'406 CHF | 100.00% | 100.00% |
07.05.2024 | 2.82% | 0.48 CHF | 0.50 CHF | 110'000 | 75'000 | 111'678 | 75'000 | 52'114 CHF | 36'019 CHF | 97.06% | 97.06% |
06.05.2024 | 3.05% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'968 | 75'000 | 52'810 CHF | 34'038 CHF | 100.00% | 100.00% |
03.05.2024 | 3.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 130'025 | 75'000 | 52'588 CHF | 31'482 CHF | 97.72% | 97.72% |
02.05.2024 | 3.73% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 140'807 | 75'000 | 51'266 CHF | 28'356 CHF | 98.26% | 98.26% |