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 | 2.57% | 1.29 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 28'721 | 53'957 CHF | 32'194 CHF | 98.41% | 98.41% |
15.05.2024 | 3.46% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 67'549 | 28'866 | 53'762 CHF | 24'355 CHF | 99.61% | 99.61% |
14.05.2024 | 4.10% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 79'799 | 28'837 | 53'284 CHF | 20'160 CHF | 99.48% | 99.48% |
13.05.2024 | 3.72% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'385 | 28'876 | 51'649 CHF | 22'029 CHF | 99.65% | 99.65% |
10.05.2024 | 3.43% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 69'239 | 29'067 | 54'879 CHF | 23'849 CHF | 90.82% | 90.82% |
08.05.2024 | 3.29% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 63'922 | 28'876 | 53'094 CHF | 24'824 CHF | 99.66% | 99.66% |
07.05.2024 | 3.10% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'080 | 28'876 | 53'135 CHF | 26'392 CHF | 99.67% | 99.67% |
06.05.2024 | 3.27% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 65'006 | 28'924 | 54'539 CHF | 25'451 CHF | 98.43% | 98.43% |
03.05.2024 | 4.38% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 85'696 | 28'827 | 53'562 CHF | 19'066 CHF | 99.43% | 99.43% |
02.05.2024 | 5.79% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 74'037 | 26'014 | 43'978 CHF | 15'978 CHF | 99.51% | 99.51% |