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 | 2.16% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'678 CHF | 44'006 CHF | 99.02% | 99.02% |
15.05.2024 | 2.05% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 49'759 | 51'953 CHF | 43'977 CHF | 98.90% | 98.90% |
14.05.2024 | 2.19% | 0.88 CHF | 0.90 CHF | 60'000 | 50'000 | 61'833 | 50'000 | 53'181 CHF | 44'004 CHF | 99.99% | 99.99% |
13.05.2024 | 2.21% | 0.87 CHF | 0.89 CHF | 60'000 | 50'000 | 62'834 | 50'000 | 53'114 CHF | 43'255 CHF | 100.00% | 100.00% |
10.05.2024 | 2.20% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 66'856 | 50'000 | 55'317 CHF | 42'321 CHF | 97.80% | 97.80% |
08.05.2024 | 2.52% | 0.84 CHF | 0.86 CHF | 60'000 | 50'000 | 69'328 | 50'000 | 55'562 CHF | 41'126 CHF | 98.77% | 98.77% |
07.05.2024 | 3.03% | 0.69 CHF | 0.72 CHF | 80'000 | 50'000 | 79'983 | 50'000 | 54'604 CHF | 35'185 CHF | 96.43% | 96.43% |
06.05.2024 | 3.04% | 0.66 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'307 CHF | 33'700 CHF | 100.00% | 100.00% |
03.05.2024 | 2.85% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 75'303 | 50'000 | 53'405 CHF | 36'537 CHF | 97.68% | 97.68% |
02.05.2024 | 2.91% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 76'943 | 50'000 | 54'660 CHF | 36'590 CHF | 99.40% | 99.40% |