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 | 1.38% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 73'937 | 25'000 | 53'057 CHF | 18'201 CHF | 99.32% | 99.32% |
15.05.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 70'000 | 25'000 | 78'385 | 24'951 | 55'596 CHF | 17'953 CHF | 98.94% | 98.94% |
14.05.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'997 | 50'000 | 55'637 CHF | 35'274 CHF | 99.99% | 99.99% |
13.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'405 | 50'000 | 51'437 CHF | 32'492 CHF | 100.00% | 100.00% |
10.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 85'615 | 50'000 | 52'924 CHF | 31'472 CHF | 100.00% | 100.00% |
08.05.2024 | 1.60% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 86'572 | 50'000 | 53'632 CHF | 31'507 CHF | 100.00% | 100.00% |
07.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 89'314 | 50'000 | 53'495 CHF | 30'472 CHF | 98.26% | 98.26% |
06.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 129'404 | 50'000 | 129'833 | 50'000 | 44'939 CHF | 17'808 CHF | 100.00% | 100.00% |
03.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 129'787 | 50'000 | 131'084 | 50'000 | 43'208 CHF | 16'998 CHF | 98.63% | 98.63% |
02.05.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 137'530 | 50'000 | 136'951 | 50'000 | 34'392 CHF | 13'058 CHF | 99.12% | 99.12% |