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 | 1.78% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 96'015 | 75'000 | 53'333 CHF | 42'448 CHF | 91.82% | 91.82% |
15.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 74'184 | 51'529 CHF | 38'965 CHF | 91.75% | 91.75% |
14.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 106'727 | 75'000 | 52'423 CHF | 37'633 CHF | 100.00% | 100.00% |
13.05.2024 | 1.85% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 98'989 | 75'000 | 53'076 CHF | 40'982 CHF | 100.00% | 100.00% |
10.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 99'755 | 75'000 | 53'735 CHF | 41'154 CHF | 92.69% | 92.69% |
08.05.2024 | 1.94% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'075 | 75'000 | 51'211 CHF | 39'131 CHF | 99.66% | 99.66% |
07.05.2024 | 2.17% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 116'177 | 75'000 | 52'837 CHF | 34'886 CHF | 96.44% | 96.44% |
06.05.2024 | 2.07% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'277 | 75'000 | 52'638 CHF | 36'555 CHF | 94.89% | 94.89% |
03.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 117'141 | 75'000 | 52'935 CHF | 34'658 CHF | 80.49% | 80.49% |
02.05.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 121'768 | 75'000 | 51'796 CHF | 32'670 CHF | 99.12% | 99.12% |