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 | 2.42% | 0.44 CHF | 0.45 CHF | 112'096 | 50'000 | 111'768 | 50'000 | 49'779 CHF | 22'823 CHF | 92.34% | 92.34% |
15.05.2024 | 2.80% | 0.42 CHF | 0.43 CHF | 116'863 | 50'000 | 120'217 | 49'474 | 48'053 CHF | 20'364 CHF | 87.42% | 87.42% |
14.05.2024 | 2.99% | 0.39 CHF | 0.40 CHF | 121'403 | 50'000 | 122'215 | 49'357 | 46'627 CHF | 19'405 CHF | 99.39% | 99.39% |
13.05.2024 | 3.31% | 0.36 CHF | 0.37 CHF | 131'235 | 50'000 | 133'970 | 50'000 | 46'140 CHF | 17'806 CHF | 94.90% | 94.90% |
10.05.2024 | 3.15% | 0.35 CHF | 0.36 CHF | 131'840 | 50'000 | 130'779 | 50'000 | 45'375 CHF | 17'905 CHF | 100.00% | 100.00% |
08.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 126'629 | 50'000 | 126'672 | 50'000 | 47'496 CHF | 19'278 CHF | 100.00% | 100.00% |
07.05.2024 | 2.98% | 0.36 CHF | 0.37 CHF | 132'247 | 50'000 | 128'487 | 50'000 | 47'115 CHF | 18'896 CHF | 96.44% | 96.44% |
06.05.2024 | 2.91% | 0.39 CHF | 0.40 CHF | 125'328 | 50'000 | 122'146 | 50'000 | 48'460 CHF | 20'434 CHF | 96.72% | 96.72% |
03.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 121'055 | 50'000 | 116'280 | 50'000 | 49'928 CHF | 21'998 CHF | 98.64% | 98.64% |
02.05.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 118'676 | 50'000 | 117'514 | 50'000 | 48'990 CHF | 21'382 CHF | 99.13% | 99.13% |