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 | 4.55% | 0.56 CHF | 0.57 CHF | 90'000 | 5'000 | 88'651 | 3'042 | 53'120 CHF | 1'913 CHF | 99.59% | 99.59% |
15.05.2024 | 5.44% | 0.63 CHF | 0.64 CHF | 80'000 | 5'000 | 102'034 | 3'053 | 51'991 CHF | 1'726 CHF | 97.50% | 97.50% |
14.05.2024 | 5.72% | 0.49 CHF | 0.55 CHF | 5'000 | 5'000 | 62'944 | 3'048 | 43'882 CHF | 2'110 CHF | 98.61% | 98.61% |
13.05.2024 | 3.35% | 0.69 CHF | 0.70 CHF | 80'000 | 5'000 | 70'066 | 3'044 | 55'473 CHF | 2'439 CHF | 99.55% | 99.55% |
10.05.2024 | 3.87% | 0.90 CHF | 0.91 CHF | 60'000 | 5'000 | 76'142 | 3'033 | 54'752 CHF | 2'331 CHF | 98.57% | 98.57% |
08.05.2024 | 5.36% | 0.70 CHF | 0.76 CHF | 5'000 | 5'000 | 62'319 | 3'043 | 42'711 CHF | 2'281 CHF | 99.65% | 99.65% |
07.05.2024 | 5.21% | 0.55 CHF | 0.56 CHF | 100'000 | 5'000 | 99'348 | 3'044 | 52'805 CHF | 1'736 CHF | 99.59% | 99.59% |
06.05.2024 | 5.16% | 0.54 CHF | 0.55 CHF | 100'000 | 5'000 | 102'149 | 3'043 | 52'501 CHF | 1'623 CHF | 99.65% | 99.65% |
03.05.2024 | 4.32% | 0.66 CHF | 0.67 CHF | 80'000 | 5'000 | 84'660 | 3'041 | 52'581 CHF | 1'952 CHF | 99.31% | 99.31% |
02.05.2024 | 4.65% | 0.68 CHF | 0.69 CHF | 80'000 | 5'000 | 88'753 | 3'046 | 52'678 CHF | 1'959 CHF | 99.22% | 99.22% |