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 | 1.51% | 0.64 CHF | 0.65 CHF | 71'667 | 50'000 | 71'173 | 50'000 | 46'939 CHF | 33'478 CHF | 99.25% | 99.25% |
15.05.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 71'087 | 50'000 | 71'359 | 49'730 | 47'179 CHF | 33'383 CHF | 88.25% | 88.25% |
14.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 71'652 | 50'000 | 71'847 | 50'000 | 46'439 CHF | 32'820 CHF | 100.00% | 100.00% |
13.05.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 71'707 | 50'000 | 71'624 | 50'000 | 46'771 CHF | 33'151 CHF | 100.00% | 100.00% |
10.05.2024 | 1.52% | 0.66 CHF | 0.67 CHF | 71'699 | 50'000 | 71'724 | 50'000 | 46'927 CHF | 33'214 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 72'430 | 50'000 | 72'584 | 50'000 | 44'702 CHF | 31'294 CHF | 98.86% | 98.86% |
07.05.2024 | 1.76% | 0.60 CHF | 0.61 CHF | 72'665 | 50'000 | 73'534 | 50'000 | 41'492 CHF | 28'723 CHF | 97.06% | 97.06% |
06.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 74'342 | 50'000 | 74'346 | 50'000 | 38'245 CHF | 26'222 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 0.50 CHF | 0.51 CHF | 74'604 | 75'000 | 75'156 | 75'000 | 35'953 CHF | 36'637 CHF | 97.93% | 97.93% |
02.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 76'796 | 75'000 | 76'931 | 75'000 | 32'096 CHF | 32'040 CHF | 99.40% | 99.40% |