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 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'520 CHF | 38'014 CHF | 99.30% | 99.30% |
15.05.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 49'489 | 55'171 CHF | 34'628 CHF | 98.93% | 98.93% |
14.05.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 78'983 | 49'362 | 51'296 CHF | 32'567 CHF | 99.99% | 99.99% |
13.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'620 | 50'000 | 51'647 CHF | 32'539 CHF | 100.00% | 100.00% |
10.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 85'378 | 50'000 | 53'292 CHF | 31'727 CHF | 100.00% | 100.00% |
08.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'720 | 50'000 | 52'475 CHF | 29'437 CHF | 100.00% | 100.00% |
07.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'354 CHF | 27'177 CHF | 96.44% | 96.44% |
06.05.2024 | 1.91% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 100'145 | 49'876 | 52'082 CHF | 26'465 CHF | 100.00% | 100.00% |
03.05.2024 | 4.01% | 0.49 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'580 CHF | 12'055 CHF | 98.64% | 98.64% |
02.05.2024 | 4.51% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'852 CHF | 11'352 CHF | 99.13% | 99.13% |