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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.93% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 73'520 | 50'000 | 52'791 CHF | 37'005 CHF | 96.54% | 96.54% |
23.05.2024 | 2.74% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'205 CHF | 38'326 CHF | 99.05% | 99.05% |
22.05.2024 | 2.57% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'137 CHF | 35'359 CHF | 97.49% | 97.49% |
21.05.2024 | 1.99% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'102 CHF | 35'133 CHF | 100.00% | 100.00% |
17.05.2024 | 1.66% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'771 CHF | 34'806 CHF | 100.00% | 100.00% |
16.05.2024 | 2.82% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 70'800 | 50'000 | 51'939 CHF | 37'746 CHF | 99.30% | 99.30% |
15.05.2024 | 1.81% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'089 | 49'462 | 53'202 CHF | 33'910 CHF | 93.86% | 93.86% |
14.05.2024 | 1.70% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 78'702 | 49'352 | 51'138 CHF | 32'612 CHF | 98.65% | 98.65% |
13.05.2024 | 1.80% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'923 CHF | 30'501 CHF | 94.90% | 94.90% |
10.05.2024 | 1.79% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 89'792 | 50'000 | 54'407 CHF | 30'846 CHF | 100.00% | 100.00% |