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 | 3.39% | 0.31 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'522 CHF | 15'022 CHF | 99.25% | 99.25% |
15.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 49'759 | 49'759 | 14'320 CHF | 14'825 CHF | 98.90% | 98.90% |
14.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'180 CHF | 15'680 CHF | 100.00% | 100.00% |
13.05.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'849 CHF | 15'349 CHF | 100.00% | 100.00% |
10.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'008 CHF | 15'508 CHF | 100.00% | 100.00% |
08.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'870 CHF | 17'370 CHF | 98.86% | 98.86% |
07.05.2024 | 2.55% | 0.35 CHF | 0.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'436 CHF | 19'936 CHF | 96.43% | 96.43% |
06.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'845 CHF | 22'345 CHF | 100.00% | 100.00% |
03.05.2024 | 2.04% | 0.47 CHF | 0.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 36'344 CHF | 37'094 CHF | 65.58% | 65.58% |
02.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 40'121 CHF | 40'871 CHF | 99.40% | 99.40% |