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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.32% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 79'159 | 25'000 | 54'105 CHF | 17'498 CHF | 100.00% | 100.00% |
16.05.2024 | 2.25% | 0.69 CHF | 0.71 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'537 CHF | 17'112 CHF | 99.25% | 99.25% |
15.05.2024 | 2.24% | 0.67 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 24'952 | 54'142 CHF | 17'269 CHF | 98.90% | 98.90% |
14.05.2024 | 2.11% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'282 CHF | 17'006 CHF | 95.83% | 95.83% |
13.05.2024 | 2.21% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'342 CHF | 17'043 CHF | 91.37% | 91.37% |
10.05.2024 | 2.55% | 0.67 CHF | 0.69 CHF | 80'000 | 25'000 | 72'938 | 23'690 | 47'645 CHF | 15'863 CHF | 100.00% | 100.00% |
08.05.2024 | 2.73% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 52'372 CHF | 14'950 CHF | 100.00% | 100.00% |
07.05.2024 | 2.76% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 53'750 CHF | 15'348 CHF | 97.06% | 97.06% |
06.05.2024 | 2.68% | 0.57 CHF | 0.59 CHF | 90'000 | 25'000 | 95'558 | 25'000 | 52'990 CHF | 14'248 CHF | 96.91% | 96.91% |
03.05.2024 | 2.68% | 0.54 CHF | 0.55 CHF | 100'000 | 25'000 | 99'587 | 25'000 | 54'202 CHF | 13'979 CHF | 97.94% | 97.94% |