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 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 93'589 | 75'000 | 52'033 CHF | 42'469 CHF | 98.70% | 98.70% |
15.05.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'509 | 74'243 | 52'767 CHF | 40'134 CHF | 98.94% | 98.94% |
14.05.2024 | 1.96% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 92'485 | 72'041 | 50'375 CHF | 40'014 CHF | 100.00% | 100.00% |
13.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 101'315 | 75'000 | 51'409 CHF | 38'824 CHF | 99.19% | 99.19% |
10.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 95'445 | 75'000 | 52'926 CHF | 42'374 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 87'434 | 75'000 | 53'830 CHF | 46'960 CHF | 99.38% | 99.38% |
07.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 84'414 | 75'000 | 53'195 CHF | 48'060 CHF | 97.11% | 97.11% |
06.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 82'625 | 75'000 | 52'084 CHF | 48'054 CHF | 100.00% | 100.00% |
03.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'859 CHF | 50'305 CHF | 98.64% | 98.64% |
02.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 79'969 | 75'000 | 54'505 CHF | 51'878 CHF | 99.13% | 99.13% |