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 | 1.90% | 0.54 CHF | 0.55 CHF | 100'000 | 60'000 | 100'000 | 36'515 | 52'241 CHF | 19'440 CHF | 99.61% | 99.61% |
15.05.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 100'000 | 60'000 | 104'760 | 36'542 | 51'924 CHF | 18'430 CHF | 99.18% | 99.18% |
14.05.2024 | 2.18% | 0.45 CHF | 0.46 CHF | 120'000 | 60'000 | 116'526 | 36'544 | 52'822 CHF | 16'964 CHF | 98.88% | 98.88% |
13.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 120'000 | 60'000 | 122'447 | 36'495 | 51'919 CHF | 16'037 CHF | 99.53% | 99.53% |
10.05.2024 | 1.96% | 0.46 CHF | 0.47 CHF | 110'000 | 60'000 | 102'176 | 36'396 | 51'519 CHF | 18'532 CHF | 98.57% | 98.57% |
08.05.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 60'000 | 128'877 | 36'292 | 52'164 CHF | 15'118 CHF | 98.47% | 98.47% |
07.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 130'000 | 60'000 | 136'347 | 36'471 | 52'305 CHF | 14'440 CHF | 97.39% | 97.39% |
06.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 60'000 | 129'734 | 36'480 | 52'107 CHF | 15'027 CHF | 98.38% | 98.38% |
03.05.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 150'000 | 60'000 | 140'607 | 36'202 | 51'853 CHF | 13'617 CHF | 98.14% | 98.14% |
02.05.2024 | 2.87% | 0.37 CHF | 0.38 CHF | 140'000 | 60'000 | 151'327 | 36'759 | 51'942 CHF | 13'064 CHF | 94.99% | 94.99% |