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 | 1.40% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 76'529 | 25'000 | 54'338 CHF | 18'014 CHF | 98.74% | 98.74% |
15.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 24'950 | 51'858 CHF | 18'734 CHF | 98.95% | 98.95% |
14.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 76'419 | 25'000 | 54'252 CHF | 18'010 CHF | 100.00% | 100.00% |
13.05.2024 | 1.38% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 71'294 | 25'000 | 51'297 CHF | 18'242 CHF | 100.00% | 100.00% |
10.05.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'419 CHF | 18'971 CHF | 100.00% | 100.00% |
08.05.2024 | 1.34% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 70'462 | 25'000 | 52'219 CHF | 18'782 CHF | 100.00% | 100.00% |
07.05.2024 | 1.63% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'214 | 21'459 | 51'871 CHF | 16'127 CHF | 98.92% | 98.92% |
06.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 79'640 | 24'933 | 54'303 CHF | 17'250 CHF | 100.00% | 100.00% |
03.05.2024 | 2.39% | 0.66 CHF | 0.68 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'241 CHF | 8'440 CHF | 98.63% | 98.63% |
02.05.2024 | 2.55% | 0.66 CHF | 0.67 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'286 CHF | 8'500 CHF | 99.13% | 99.13% |