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 | 1.24% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'204 CHF | 40'646 CHF | 99.30% | 99.30% |
15.05.2024 | 1.36% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 49'489 | 51'986 CHF | 37'254 CHF | 98.93% | 98.93% |
14.05.2024 | 1.45% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 75'428 | 49'362 | 52'792 CHF | 35'102 CHF | 99.99% | 99.99% |
13.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'003 CHF | 34'877 CHF | 100.00% | 100.00% |
10.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'531 CHF | 33'957 CHF | 100.00% | 100.00% |
08.05.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 84'678 | 50'000 | 52'928 CHF | 31'804 CHF | 100.00% | 100.00% |
07.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'057 CHF | 29'421 CHF | 96.76% | 96.76% |
06.05.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 93'332 | 49'876 | 52'715 CHF | 28'715 CHF | 100.00% | 100.00% |
03.05.2024 | 3.87% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'703 CHF | 13'203 CHF | 98.64% | 98.64% |
02.05.2024 | 3.82% | 0.46 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'027 CHF | 12'495 CHF | 99.13% | 99.13% |