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 | 1.29% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 57'877 CHF | 58'627 CHF | 94.54% | 94.54% |
15.05.2024 | 1.38% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 77'006 | 74'483 | 55'820 CHF | 54'778 CHF | 97.82% | 97.82% |
14.05.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 80'000 | 75'000 | 83'793 | 75'000 | 53'185 CHF | 48'410 CHF | 98.72% | 98.72% |
13.05.2024 | 1.52% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'369 CHF | 49'846 CHF | 99.37% | 99.37% |
10.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'724 CHF | 50'178 CHF | 95.56% | 95.56% |
08.05.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 81'485 | 75'000 | 52'647 CHF | 49'244 CHF | 99.40% | 99.40% |
07.05.2024 | 2.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 61'323 | 61'323 | 36'463 CHF | 37'369 CHF | 98.82% | 98.82% |
06.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 133'238 | 100'000 | 51'943 CHF | 40'053 CHF | 94.79% | 94.79% |
03.05.2024 | 3.14% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 164'558 | 100'000 | 51'648 CHF | 32'594 CHF | 97.89% | 97.89% |
02.05.2024 | 3.75% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 197'694 | 100'000 | 51'705 CHF | 27'166 CHF | 97.30% | 97.30% |