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 | 3.65% | 0.91 CHF | 0.92 CHF | 60'000 | 40'000 | 76'892 | 24'343 | 54'081 CHF | 18'270 CHF | 99.64% | 99.64% |
15.05.2024 | 4.22% | 0.65 CHF | 0.66 CHF | 80'000 | 40'000 | 88'846 | 24'340 | 53'141 CHF | 15'260 CHF | 99.61% | 99.61% |
14.05.2024 | 2.88% | 0.56 CHF | 0.57 CHF | 90'000 | 40'000 | 89'373 | 32'223 | 52'495 CHF | 19'176 CHF | 35.41% | 52.32% |
13.05.2024 | 3.33% | 0.85 CHF | 0.86 CHF | 60'000 | 40'000 | 69'647 | 24'343 | 53'300 CHF | 19'444 CHF | 99.62% | 99.62% |
10.05.2024 | 4.04% | 0.63 CHF | 0.64 CHF | 80'000 | 40'000 | 85'429 | 24'264 | 53'301 CHF | 15'723 CHF | 98.59% | 98.59% |
08.05.2024 | 4.74% | 0.57 CHF | 0.58 CHF | 90'000 | 40'000 | 98'526 | 24'343 | 52'375 CHF | 13'648 CHF | 99.63% | 99.63% |
07.05.2024 | 4.13% | 0.60 CHF | 0.61 CHF | 90'000 | 40'000 | 90'000 | 24'343 | 54'451 CHF | 15'242 CHF | 99.63% | 99.63% |
06.05.2024 | 3.66% | 0.70 CHF | 0.71 CHF | 80'000 | 40'000 | 79'927 | 24'344 | 54'841 CHF | 17'246 CHF | 99.63% | 99.63% |
03.05.2024 | 3.77% | 0.65 CHF | 0.66 CHF | 80'000 | 40'000 | 80'046 | 24'339 | 53'157 CHF | 16'672 CHF | 99.61% | 99.61% |
02.05.2024 | 4.77% | 0.59 CHF | 0.60 CHF | 90'000 | 40'000 | 98'954 | 24'344 | 52'221 CHF | 13'527 CHF | 99.63% | 99.63% |