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 | 1.56% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 80'376 | 25'000 | 51'283 CHF | 16'203 CHF | 94.11% | 94.11% |
15.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 24'950 | 52'856 CHF | 16'734 CHF | 98.95% | 98.95% |
14.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 83'136 | 25'000 | 52'529 CHF | 16'060 CHF | 100.00% | 100.00% |
13.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 80'623 | 25'000 | 50'775 CHF | 15'996 CHF | 89.03% | 89.03% |
10.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 80'208 | 25'000 | 51'476 CHF | 16'296 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 84'846 | 25'000 | 53'435 CHF | 16'010 CHF | 100.00% | 100.00% |
07.05.2024 | 1.62% | 0.64 CHF | 0.65 CHF | 80'000 | 25'000 | 87'575 | 25'000 | 53'738 CHF | 15'602 CHF | 96.44% | 96.44% |
06.05.2024 | 1.72% | 0.57 CHF | 0.58 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'944 CHF | 14'679 CHF | 100.00% | 100.00% |
03.05.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'997 CHF | 14'694 CHF | 98.63% | 98.63% |
02.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90'000 | 25'000 | 94'151 | 25'000 | 52'288 CHF | 14'142 CHF | 99.13% | 99.13% |