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 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'633 CHF | 34'646 CHF | 99.30% | 99.30% |
15.05.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 86'320 | 49'489 | 53'720 CHF | 31'315 CHF | 98.93% | 98.93% |
14.05.2024 | 1.75% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 88'485 | 49'362 | 51'546 CHF | 29'260 CHF | 99.99% | 99.99% |
13.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'270 CHF | 29'539 CHF | 100.00% | 100.00% |
10.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'551 | 50'000 | 51'112 CHF | 28'727 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'720 | 50'000 | 52'219 CHF | 26'437 CHF | 100.00% | 100.00% |
07.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'089 CHF | 24'177 CHF | 96.44% | 96.44% |
06.05.2024 | 2.16% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 113'005 | 49'876 | 51'946 CHF | 23'472 CHF | 100.00% | 100.00% |
03.05.2024 | 4.85% | 0.43 CHF | 0.45 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'080 CHF | 10'580 CHF | 98.64% | 98.64% |
02.05.2024 | 4.57% | 0.35 CHF | 0.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'413 CHF | 9'852 CHF | 99.13% | 99.13% |