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 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'396 CHF | 43'580 CHF | 99.25% | 99.25% |
15.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 95'543 | 74'253 | 53'095 CHF | 42'030 CHF | 98.90% | 98.90% |
14.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 94'070 | 75'000 | 52'528 CHF | 42'668 CHF | 99.99% | 99.99% |
13.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'396 CHF | 40'047 CHF | 100.00% | 100.00% |
10.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'412 CHF | 39'309 CHF | 100.00% | 100.00% |
08.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 109'955 | 75'000 | 52'683 CHF | 36'685 CHF | 100.00% | 100.00% |
07.05.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 113'176 | 75'000 | 52'051 CHF | 35'265 CHF | 97.06% | 97.06% |
06.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 113'315 | 75'000 | 51'775 CHF | 35'034 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 118'199 | 75'000 | 51'880 CHF | 33'707 CHF | 97.93% | 97.93% |
02.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 129'330 | 75'000 | 52'472 CHF | 31'192 CHF | 99.40% | 99.40% |