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 | 1.25% | 0.79 CHF | 0.80 CHF | 70'000 | 20'000 | 70'000 | 8'935 | 55'471 CHF | 7'194 CHF | 99.58% | 99.58% |
15.05.2024 | 1.48% | 0.75 CHF | 0.76 CHF | 70'000 | 20'000 | 78'706 | 8'971 | 52'789 CHF | 6'261 CHF | 98.47% | 98.47% |
14.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 80'000 | 20'000 | 88'385 | 8'987 | 53'907 CHF | 5'576 CHF | 97.77% | 97.77% |
13.05.2024 | 1.49% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 82'152 | 9'012 | 54'891 CHF | 5'895 CHF | 97.70% | 97.70% |
10.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 90'000 | 20'000 | 87'220 | 8'879 | 53'760 CHF | 5'564 CHF | 98.59% | 98.59% |
08.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 90'000 | 20'000 | 93'463 | 8'945 | 51'866 CHF | 5'053 CHF | 99.37% | 99.37% |
07.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 90'000 | 20'000 | 89'592 | 8'934 | 54'346 CHF | 5'490 CHF | 99.60% | 99.60% |
06.05.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 100'000 | 20'000 | 100'238 | 8'933 | 52'129 CHF | 4'738 CHF | 99.58% | 99.58% |
03.05.2024 | 2.54% | 0.47 CHF | 0.48 CHF | 110'000 | 20'000 | 132'649 | 8'936 | 51'671 CHF | 3'853 CHF | 99.34% | 99.34% |
02.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 20'000 | 151'502 | 8'935 | 51'853 CHF | 3'084 CHF | 99.63% | 99.63% |