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 | 2.85% | 0.73 CHF | 0.75 CHF | 50'000 | 50'000 | 49'939 | 49'939 | 34'701 CHF | 35'701 CHF | 96.61% | 96.61% |
15.05.2024 | 3.05% | 0.63 CHF | 0.65 CHF | 50'000 | 50'000 | 49'907 | 49'907 | 32'404 CHF | 33'404 CHF | 98.95% | 98.95% |
14.05.2024 | 3.55% | 0.62 CHF | 0.64 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 27'747 CHF | 28'747 CHF | 99.90% | 99.90% |
13.05.2024 | 3.38% | 0.58 CHF | 0.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'121 CHF | 30'121 CHF | 100.00% | 100.00% |
10.05.2024 | 3.40% | 0.59 CHF | 0.61 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 28'923 CHF | 29'923 CHF | 99.64% | 99.64% |
08.05.2024 | 3.93% | 0.49 CHF | 0.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'851 CHF | 25'848 CHF | 99.09% | 99.09% |
07.05.2024 | 3.78% | 0.50 CHF | 0.52 CHF | 50'000 | 50'000 | 49'936 | 49'936 | 24'420 CHF | 25'360 CHF | 99.97% | 99.97% |
06.05.2024 | 3.38% | 0.44 CHF | 0.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'830 CHF | 22'580 CHF | 100.00% | 100.00% |
03.05.2024 | 3.90% | 0.38 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'881 CHF | 19'631 CHF | 99.75% | 99.75% |
02.05.2024 | 4.13% | 0.33 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'812 CHF | 18'562 CHF | 100.00% | 100.00% |