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 | 2.45% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'649 | 50'000 | 53'214 CHF | 30'439 CHF | 99.32% | 99.32% |
15.05.2024 | 2.03% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 79'787 | 49'438 | 53'560 CHF | 34'062 CHF | 98.95% | 98.95% |
14.05.2024 | 2.63% | 0.82 CHF | 0.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'267 CHF | 22'858 CHF | 95.48% | 95.48% |
13.05.2024 | 1.06% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'838 CHF | 58'454 CHF | 100.00% | 100.00% |
10.05.2024 | 1.20% | 1.14 CHF | 1.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'860 CHF | 58'559 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 59'812 CHF | 60'523 CHF | 100.00% | 100.00% |
07.05.2024 | 1.11% | 1.18 CHF | 1.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 62'077 CHF | 62'768 CHF | 98.79% | 98.79% |
06.05.2024 | 0.95% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 65'541 CHF | 66'166 CHF | 100.00% | 100.00% |
03.05.2024 | 1.01% | 1.28 CHF | 1.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 63'559 CHF | 64'203 CHF | 98.53% | 98.53% |
02.05.2024 | 0.92% | 1.36 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'853 CHF | 69'489 CHF | 99.13% | 99.13% |