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 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 122'489 | 75'000 | 51'686 CHF | 32'425 CHF | 91.82% | 91.82% |
15.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 111'685 | 74'184 | 51'516 CHF | 34'976 CHF | 91.74% | 91.74% |
14.05.2024 | 2.03% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 106'518 | 75'000 | 51'948 CHF | 37'367 CHF | 100.00% | 100.00% |
13.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 118'426 | 75'000 | 52'505 CHF | 34'018 CHF | 100.00% | 100.00% |
10.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'883 | 75'000 | 52'900 CHF | 33'846 CHF | 92.69% | 92.69% |
08.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'593 | 75'000 | 51'775 CHF | 35'869 CHF | 99.66% | 99.66% |
07.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'557 CHF | 40'168 CHF | 96.44% | 96.44% |
06.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 101'951 | 75'000 | 51'713 CHF | 38'817 CHF | 94.89% | 94.89% |
03.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'156 CHF | 40'617 CHF | 80.49% | 80.49% |
02.05.2024 | 1.77% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 92'892 | 75'000 | 51'958 CHF | 42'732 CHF | 99.12% | 99.12% |