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 | 3.40% | 0.36 CHF | 0.37 CHF | 85'715 | 50'000 | 85'210 | 50'000 | 29'015 CHF | 17'607 CHF | 99.25% | 99.25% |
15.05.2024 | 3.79% | 0.28 CHF | 0.30 CHF | 84'399 | 50'000 | 84'794 | 49'447 | 25'599 CHF | 15'489 CHF | 98.90% | 98.90% |
14.05.2024 | 4.56% | 0.27 CHF | 0.28 CHF | 84'366 | 50'000 | 84'423 | 50'000 | 22'231 CHF | 13'775 CHF | 100.00% | 100.00% |
13.05.2024 | 3.04% | 0.33 CHF | 0.34 CHF | 85'475 | 50'000 | 85'967 | 50'000 | 31'503 CHF | 18'887 CHF | 100.00% | 100.00% |
10.05.2024 | 3.46% | 0.40 CHF | 0.41 CHF | 86'555 | 50'000 | 86'768 | 50'000 | 35'786 CHF | 21'344 CHF | 100.00% | 100.00% |
08.05.2024 | 3.65% | 0.44 CHF | 0.45 CHF | 87'313 | 50'000 | 86'540 | 50'000 | 33'649 CHF | 20'148 CHF | 95.09% | 95.09% |
07.05.2024 | 3.49% | 0.33 CHF | 0.34 CHF | 85'398 | 50'000 | 85'909 | 50'000 | 30'953 CHF | 18'653 CHF | 97.06% | 97.06% |
06.05.2024 | 3.45% | 0.40 CHF | 0.42 CHF | 86'485 | 50'000 | 85'891 | 50'000 | 31'933 CHF | 19'236 CHF | 100.00% | 100.00% |
03.05.2024 | 4.43% | 0.38 CHF | 0.39 CHF | 85'969 | 50'000 | 85'377 | 50'000 | 28'285 CHF | 17'303 CHF | 97.92% | 97.92% |
02.05.2024 | 3.82% | 0.33 CHF | 0.34 CHF | 85'979 | 50'000 | 85'471 | 50'000 | 26'113 CHF | 15'866 CHF | 99.36% | 99.36% |