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 | 1.75% | 0.96 CHF | 0.97 CHF | 60'000 | 25'000 | 60'044 | 25'000 | 54'530 CHF | 23'105 CHF | 99.25% | 99.25% |
15.05.2024 | 1.63% | 0.92 CHF | 0.93 CHF | 60'000 | 25'000 | 60'000 | 24'952 | 55'230 CHF | 23'344 CHF | 98.90% | 98.90% |
14.05.2024 | 1.81% | 0.89 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'766 CHF | 22'811 CHF | 95.83% | 95.83% |
13.05.2024 | 1.77% | 0.89 CHF | 0.91 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 53'841 CHF | 22'832 CHF | 91.37% | 91.37% |
10.05.2024 | 1.80% | 0.91 CHF | 0.92 CHF | 60'000 | 25'000 | 55'081 | 23'703 | 48'024 CHF | 21'037 CHF | 100.00% | 100.00% |
08.05.2024 | 2.03% | 0.77 CHF | 0.79 CHF | 70'000 | 25'000 | 71'882 | 25'000 | 52'850 CHF | 18'776 CHF | 100.00% | 100.00% |
07.05.2024 | 2.05% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 70'224 | 25'000 | 53'373 CHF | 19'398 CHF | 97.06% | 97.06% |
06.05.2024 | 2.20% | 0.70 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'454 CHF | 17'076 CHF | 96.91% | 96.91% |
03.05.2024 | 2.56% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 80'642 | 25'000 | 51'752 CHF | 16'465 CHF | 97.92% | 97.92% |
02.05.2024 | 2.32% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 85'039 | 50'000 | 53'490 CHF | 32'227 CHF | 99.40% | 99.40% |