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 | 2.79% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'286 CHF | 40'605 CHF | 99.19% | 99.19% |
15.05.2024 | 2.85% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 70'070 | 49'389 | 52'405 CHF | 37'991 CHF | 82.68% | 82.68% |
14.05.2024 | 3.01% | 0.75 CHF | 0.77 CHF | 70'000 | 50'000 | 68'884 | 49'380 | 51'397 CHF | 37'969 CHF | 99.79% | 99.79% |
13.05.2024 | 3.14% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 71'376 | 50'000 | 51'617 CHF | 37'329 CHF | 88.19% | 88.19% |
10.05.2024 | 2.89% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'707 | 50'000 | 51'798 CHF | 37'714 CHF | 99.27% | 99.27% |
08.05.2024 | 3.25% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'132 CHF | 34'306 CHF | 100.00% | 100.00% |
07.05.2024 | 3.14% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'929 CHF | 33'491 CHF | 96.44% | 96.44% |
06.05.2024 | 3.14% | 0.62 CHF | 0.64 CHF | 84'351 | 50'000 | 80'210 | 50'000 | 51'087 CHF | 32'865 CHF | 97.05% | 97.05% |
03.05.2024 | 3.20% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 83'135 | 50'000 | 52'578 CHF | 32'685 CHF | 92.74% | 92.74% |
02.05.2024 | 3.90% | 0.59 CHF | 0.61 CHF | 88'316 | 50'000 | 88'634 | 50'000 | 52'153 CHF | 30'590 CHF | 99.13% | 99.13% |