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 | 2.86% | 0.74 CHF | 0.76 CHF | 70'000 | 20'000 | 70'000 | 20'000 | 51'962 CHF | 15'277 CHF | 98.68% | 98.68% |
15.05.2024 | 3.09% | 0.72 CHF | 0.75 CHF | 73'912 | 10'000 | 76'083 | 19'816 | 52'796 CHF | 14'175 CHF | 65.86% | 65.86% |
14.05.2024 | 3.22% | 0.66 CHF | 0.68 CHF | 78'112 | 20'000 | 79'349 | 20'000 | 51'689 CHF | 13'456 CHF | 88.41% | 88.41% |
13.05.2024 | 3.39% | 0.63 CHF | 0.65 CHF | 79'245 | 20'000 | 79'504 | 20'000 | 50'287 CHF | 13'088 CHF | 43.29% | 43.29% |
10.05.2024 | 3.19% | 0.66 CHF | 0.68 CHF | 76'694 | 20'000 | 76'719 | 20'000 | 50'330 CHF | 13'547 CHF | 99.27% | 99.27% |
08.05.2024 | 3.55% | 0.59 CHF | 0.61 CHF | 80'853 | 20'000 | 81'698 | 20'000 | 48'706 CHF | 12'356 CHF | 85.56% | 85.56% |
07.05.2024 | 3.39% | 0.59 CHF | 0.62 CHF | 80'790 | 20'000 | 80'845 | 20'000 | 48'951 CHF | 12'530 CHF | 93.15% | 93.15% |
06.05.2024 | 3.45% | 0.59 CHF | 0.61 CHF | 81'792 | 20'000 | 82'073 | 20'000 | 49'331 CHF | 12'443 CHF | 86.12% | 86.12% |
03.05.2024 | 3.56% | 0.58 CHF | 0.60 CHF | 84'450 | 20'000 | 87'113 | 20'000 | 48'094 CHF | 11'455 CHF | 69.13% | 69.13% |
02.05.2024 | 4.48% | 0.45 CHF | 0.47 CHF | 102'261 | 20'000 | 102'803 | 20'000 | 44'837 CHF | 9'124 CHF | 95.38% | 95.38% |