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 | 2.04% | 0.48 CHF | 0.49 CHF | 91'729 | 75'000 | 91'445 | 75'000 | 44'484 CHF | 37'235 CHF | 99.32% | 99.32% |
15.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 91'292 | 75'000 | 91'070 | 74'488 | 45'977 CHF | 38'363 CHF | 98.94% | 98.94% |
14.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 90'590 | 75'000 | 90'913 | 75'000 | 47'334 CHF | 39'802 CHF | 100.00% | 100.00% |
13.05.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 91'067 | 75'000 | 91'283 | 75'000 | 46'077 CHF | 38'608 CHF | 100.00% | 100.00% |
10.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 91'733 | 75'000 | 92'169 | 75'000 | 44'352 CHF | 36'841 CHF | 100.00% | 100.00% |
08.05.2024 | 2.29% | 0.44 CHF | 0.45 CHF | 93'427 | 75'000 | 93'866 | 75'000 | 40'459 CHF | 33'080 CHF | 97.94% | 97.94% |
07.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 93'948 | 75'000 | 94'144 | 75'000 | 39'369 CHF | 32'115 CHF | 96.44% | 96.44% |
06.05.2024 | 2.47% | 0.43 CHF | 0.44 CHF | 93'773 | 75'000 | 94'562 | 75'000 | 37'876 CHF | 30'800 CHF | 100.00% | 100.00% |
03.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 95'777 | 75'000 | 96'376 | 75'000 | 33'626 CHF | 26'921 CHF | 98.64% | 98.64% |
02.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 97'898 | 75'000 | 97'936 | 75'000 | 31'418 CHF | 24'811 CHF | 99.13% | 99.13% |