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 | 2.93% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 78'734 | 50'000 | 55'583 CHF | 36'359 CHF | 98.00% | 98.00% |
15.05.2024 | 3.06% | 0.72 CHF | 0.74 CHF | 70'000 | 50'000 | 79'101 | 49'753 | 52'867 CHF | 34'323 CHF | 97.04% | 97.04% |
14.05.2024 | 3.10% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'269 | 50'000 | 52'467 CHF | 33'716 CHF | 99.96% | 99.96% |
13.05.2024 | 2.86% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'674 CHF | 35'804 CHF | 100.00% | 100.00% |
10.05.2024 | 2.99% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 79'499 | 50'000 | 53'567 CHF | 34'726 CHF | 100.00% | 100.00% |
08.05.2024 | 2.91% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 79'741 | 50'000 | 55'231 CHF | 35'657 CHF | 98.85% | 98.85% |
07.05.2024 | 3.20% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 86'034 | 50'000 | 52'859 CHF | 31'801 CHF | 97.06% | 97.06% |
06.05.2024 | 3.25% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 89'904 | 50'000 | 54'448 CHF | 31'282 CHF | 99.36% | 99.36% |
03.05.2024 | 3.26% | 0.61 CHF | 0.63 CHF | 90'000 | 50'000 | 89'443 | 50'000 | 53'913 CHF | 31'148 CHF | 97.47% | 97.47% |
02.05.2024 | 3.36% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 91'546 | 50'000 | 52'755 CHF | 29'826 CHF | 99.39% | 99.39% |