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 | 1.90% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'028 CHF | 39'771 CHF | 99.25% | 99.25% |
15.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 102'770 | 74'253 | 51'638 CHF | 38'072 CHF | 98.90% | 98.90% |
14.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 102'156 | 75'000 | 51'723 CHF | 38'750 CHF | 99.99% | 99.99% |
13.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 51'346 CHF | 35'759 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 113'673 | 75'000 | 52'161 CHF | 35'188 CHF | 100.00% | 100.00% |
08.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 122'784 | 75'000 | 51'761 CHF | 32'388 CHF | 100.00% | 100.00% |
07.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 129'261 | 75'000 | 51'828 CHF | 30'830 CHF | 97.06% | 97.06% |
06.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'027 | 75'000 | 51'857 CHF | 30'661 CHF | 100.00% | 100.00% |
03.05.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 136'933 | 75'000 | 51'941 CHF | 29'239 CHF | 97.91% | 97.91% |
02.05.2024 | 2.86% | 0.32 CHF | 0.33 CHF | 160'000 | 75'000 | 150'801 | 75'000 | 52'055 CHF | 26'662 CHF | 99.40% | 99.40% |