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 | 1.70% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'631 CHF | 44'610 CHF | 99.32% | 99.32% |
15.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 89'884 | 74'542 | 54'157 CHF | 45'676 CHF | 98.73% | 98.73% |
14.05.2024 | 1.61% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 87'492 | 75'000 | 53'996 CHF | 47'071 CHF | 100.00% | 100.00% |
13.05.2024 | 1.97% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'251 CHF | 46'108 CHF | 100.00% | 100.00% |
10.05.2024 | 1.71% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'193 CHF | 44'244 CHF | 100.00% | 100.00% |
08.05.2024 | 1.87% | 0.54 CHF | 0.55 CHF | 93'597 | 75'000 | 93'870 | 75'000 | 49'707 CHF | 40'467 CHF | 97.94% | 97.94% |
07.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 93'856 | 75'000 | 94'197 | 75'000 | 48'625 CHF | 39'468 CHF | 96.44% | 96.44% |
06.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 93'892 | 75'000 | 94'544 | 75'000 | 47'122 CHF | 38'139 CHF | 100.00% | 100.00% |
03.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 96'010 | 75'000 | 96'403 | 75'000 | 43'059 CHF | 34'252 CHF | 98.63% | 98.63% |
02.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 97'898 | 75'000 | 97'936 | 75'000 | 41'212 CHF | 32'311 CHF | 99.12% | 99.12% |