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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.51% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'029 CHF | 37'730 CHF | 98.34% | 98.34% |
16.05.2024 | 1.56% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'101 CHF | 39'252 CHF | 84.73% | 84.73% |
15.05.2024 | 1.70% | 0.77 CHF | 0.79 CHF | 70'000 | 50'000 | 77'220 | 49'448 | 54'229 CHF | 35'380 CHF | 90.37% | 90.37% |
14.05.2024 | 1.79% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'543 CHF | 33'433 CHF | 98.81% | 98.81% |
13.05.2024 | 1.73% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'060 CHF | 33'740 CHF | 94.00% | 94.00% |
10.05.2024 | 1.57% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'936 | 50'000 | 55'099 CHF | 35'012 CHF | 91.46% | 91.46% |
08.05.2024 | 1.70% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'779 CHF | 33'552 CHF | 86.23% | 86.23% |
07.05.2024 | 1.81% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'088 | 50'000 | 51'155 CHF | 32'521 CHF | 97.06% | 97.06% |
06.05.2024 | 1.87% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 87'803 | 50'000 | 54'491 CHF | 31'631 CHF | 99.79% | 99.79% |
03.05.2024 | 1.87% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'556 | 50'000 | 53'236 CHF | 30'293 CHF | 97.56% | 97.56% |