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 | 1.15% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'875 CHF | 43'730 CHF | 99.30% | 99.30% |
15.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 49'489 | 56'306 CHF | 40'309 CHF | 98.93% | 98.93% |
14.05.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 68'852 | 49'362 | 52'432 CHF | 38'092 CHF | 99.99% | 99.99% |
13.05.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'391 CHF | 37'922 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'237 CHF | 37'098 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'989 CHF | 34'868 CHF | 100.00% | 100.00% |
07.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'141 | 50'000 | 51'271 CHF | 32'490 CHF | 96.76% | 96.76% |
06.05.2024 | 1.59% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 84'038 | 49'876 | 52'633 CHF | 31'789 CHF | 100.00% | 100.00% |
03.05.2024 | 3.46% | 0.60 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'236 CHF | 14'736 CHF | 98.64% | 98.64% |
02.05.2024 | 3.15% | 0.52 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'592 CHF | 14'027 CHF | 99.13% | 99.13% |