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 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'083 | 75'000 | 50'632 CHF | 42'905 CHF | 31.95% | 31.95% |
15.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 103'006 | 74'150 | 52'410 CHF | 38'513 CHF | 65.06% | 65.06% |
14.05.2024 | 2.36% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 119'333 | 74'111 | 50'928 CHF | 32'404 CHF | 99.29% | 99.29% |
13.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 118'724 | 75'000 | 51'688 CHF | 33'425 CHF | 99.17% | 99.17% |
10.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'990 | 75'000 | 52'443 CHF | 36'203 CHF | 96.63% | 96.63% |
08.05.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 119'471 | 75'000 | 52'335 CHF | 33'611 CHF | 98.95% | 98.95% |
07.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 122'147 | 75'000 | 51'355 CHF | 32'301 CHF | 98.05% | 98.05% |
06.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'897 | 75'000 | 52'074 CHF | 28'479 CHF | 99.88% | 99.88% |
03.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 148'273 | 75'000 | 51'458 CHF | 26'822 CHF | 98.22% | 98.22% |
02.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 170'000 | 75'000 | 163'085 | 75'000 | 51'990 CHF | 24'677 CHF | 99.11% | 99.11% |