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 | 1.69% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'820 | 30'498 | 52'854 CHF | 18'307 CHF | 98.43% | 98.43% |
15.05.2024 | 1.88% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 99'145 | 30'545 | 52'190 CHF | 16'808 CHF | 97.60% | 97.60% |
14.05.2024 | 1.63% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 84'698 | 30'484 | 51'644 CHF | 18'644 CHF | 98.68% | 98.68% |
13.05.2024 | 1.49% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 81'891 | 30'436 | 54'427 CHF | 20'264 CHF | 99.57% | 99.57% |
10.05.2024 | 1.60% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 87'678 | 30'328 | 54'469 CHF | 19'432 CHF | 98.59% | 98.59% |
08.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 91'932 | 30'430 | 53'062 CHF | 18'102 CHF | 99.66% | 99.66% |
07.05.2024 | 2.18% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 114'551 | 30'434 | 51'909 CHF | 14'391 CHF | 99.59% | 99.59% |
06.05.2024 | 2.32% | 0.44 CHF | 0.45 CHF | 120'000 | 50'000 | 122'350 | 30'430 | 52'158 CHF | 13'141 CHF | 99.66% | 99.66% |
03.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 108'474 | 30'430 | 51'958 CHF | 14'809 CHF | 99.66% | 99.66% |
02.05.2024 | 2.23% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 117'482 | 30'454 | 52'035 CHF | 14'237 CHF | 99.23% | 99.23% |