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 | 3.02% | 0.72 CHF | 0.74 CHF | 70'000 | 25'000 | 70'335 | 25'000 | 53'079 CHF | 19'450 CHF | 99.32% | 99.32% |
15.05.2024 | 2.97% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 75'694 | 24'887 | 54'775 CHF | 18'597 CHF | 89.53% | 89.53% |
14.05.2024 | 3.25% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'057 CHF | 17'128 CHF | 98.93% | 98.93% |
13.05.2024 | 3.13% | 0.67 CHF | 0.69 CHF | 80'000 | 25'000 | 79'958 | 25'000 | 53'941 CHF | 17'403 CHF | 84.14% | 84.14% |
10.05.2024 | 3.01% | 0.75 CHF | 0.77 CHF | 70'000 | 25'000 | 71'874 | 25'000 | 52'171 CHF | 18'716 CHF | 100.00% | 100.00% |
08.05.2024 | 3.59% | 0.62 CHF | 0.65 CHF | 90'000 | 25'000 | 88'818 | 25'000 | 52'364 CHF | 15'294 CHF | 100.00% | 100.00% |
07.05.2024 | 3.88% | 0.54 CHF | 0.56 CHF | 100'000 | 25'000 | 94'067 | 25'000 | 52'974 CHF | 14'695 CHF | 98.92% | 98.92% |
06.05.2024 | 3.31% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 81'126 | 25'000 | 51'681 CHF | 16'469 CHF | 100.00% | 100.00% |
03.05.2024 | 3.36% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 81'430 | 25'000 | 52'013 CHF | 16'525 CHF | 98.63% | 98.63% |
02.05.2024 | 3.53% | 0.63 CHF | 0.65 CHF | 80'000 | 25'000 | 90'027 | 25'000 | 52'982 CHF | 15'244 CHF | 99.13% | 99.13% |