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 | 2.49% | 0.87 CHF | 0.89 CHF | 60'000 | 20'000 | 60'000 | 20'000 | 52'323 CHF | 17'881 CHF | 98.68% | 98.68% |
15.05.2024 | 2.58% | 0.85 CHF | 0.88 CHF | 60'000 | 10'000 | 69'534 | 19'418 | 56'910 CHF | 16'282 CHF | 21.14% | 21.14% |
14.05.2024 | 2.69% | 0.79 CHF | 0.81 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 54'309 CHF | 15'940 CHF | 88.41% | 88.41% |
13.05.2024 | 2.80% | 0.76 CHF | 0.78 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 52'728 CHF | 15'492 CHF | 100.00% | 100.00% |
10.05.2024 | 2.65% | 0.79 CHF | 0.81 CHF | 69'881 | 20'000 | 69'932 | 20'000 | 54'757 CHF | 16'080 CHF | 99.27% | 99.27% |
08.05.2024 | 3.02% | 0.71 CHF | 0.74 CHF | 73'467 | 20'000 | 72'060 | 20'000 | 51'605 CHF | 14'768 CHF | 73.76% | 73.76% |
07.05.2024 | 2.87% | 0.72 CHF | 0.74 CHF | 70'000 | 20'000 | 70'351 | 20'000 | 51'241 CHF | 14'994 CHF | 91.31% | 91.31% |
06.05.2024 | 2.86% | 0.71 CHF | 0.74 CHF | 74'116 | 20'000 | 70'618 | 20'000 | 50'923 CHF | 14'843 CHF | 72.08% | 72.08% |
03.05.2024 | 2.95% | 0.69 CHF | 0.71 CHF | 76'802 | 20'000 | 78'517 | 20'000 | 52'513 CHF | 13'789 CHF | 63.45% | 63.45% |
02.05.2024 | 3.66% | 0.56 CHF | 0.58 CHF | 90'166 | 20'000 | 91'149 | 20'000 | 48'918 CHF | 11'134 CHF | 94.48% | 94.48% |