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 | 3.84% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 75'579 | 28'744 | 54'048 CHF | 21'779 CHF | 98.47% | 98.47% |
15.05.2024 | 5.63% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 106'112 | 28'828 | 51'507 CHF | 15'256 CHF | 99.38% | 99.38% |
14.05.2024 | 6.88% | 0.44 CHF | 0.46 CHF | 120'000 | 50'000 | 131'985 | 28'916 | 51'651 CHF | 12'203 CHF | 98.51% | 98.51% |
13.05.2024 | 6.08% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 119'109 | 28'876 | 52'879 CHF | 13'637 CHF | 99.59% | 99.59% |
10.05.2024 | 5.44% | 0.45 CHF | 0.47 CHF | 120'000 | 50'000 | 103'858 | 29'083 | 51'332 CHF | 15'187 CHF | 90.83% | 90.83% |
08.05.2024 | 5.09% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 99'285 | 28'875 | 52'994 CHF | 16'213 CHF | 99.59% | 99.59% |
07.05.2024 | 4.69% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 90'261 | 28'875 | 52'464 CHF | 17'616 CHF | 99.60% | 99.60% |
06.05.2024 | 4.94% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 96'516 | 28'925 | 53'129 CHF | 17'017 CHF | 98.36% | 98.36% |
03.05.2024 | 6.96% | 0.41 CHF | 0.43 CHF | 130'000 | 50'000 | 133'892 | 28'677 | 52'104 CHF | 12'121 CHF | 98.69% | 98.69% |
02.05.2024 | 9.15% | 0.36 CHF | 0.38 CHF | 140'000 | 50'000 | 115'063 | 25'938 | 42'645 CHF | 10'201 CHF | 99.13% | 99.13% |