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 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 94'519 | 75'000 | 52'517 CHF | 42'535 CHF | 99.07% | 99.07% |
15.05.2024 | 2.06% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 106'302 | 74'211 | 51'991 CHF | 37'670 CHF | 95.62% | 95.62% |
14.05.2024 | 6.66% | 0.25 CHF | 0.27 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 11'206 CHF | 11'956 CHF | 97.83% | 97.83% |
13.05.2024 | 2.43% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 121'235 | 75'000 | 52'016 CHF | 33'010 CHF | 99.31% | 99.31% |
10.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 97'895 | 75'000 | 53'368 CHF | 41'710 CHF | 80.90% | 80.90% |
08.05.2024 | 2.06% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 103'635 | 75'000 | 52'413 CHF | 38'827 CHF | 95.66% | 95.66% |
07.05.2024 | 2.66% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 116'701 | 71'635 | 48'646 CHF | 30'670 CHF | 98.23% | 98.23% |
06.05.2024 | 2.33% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 123'267 | 75'000 | 52'269 CHF | 32'608 CHF | 97.26% | 97.26% |
03.05.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 122'838 | 75'000 | 52'130 CHF | 32'641 CHF | 95.61% | 95.61% |
02.05.2024 | 2.55% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 134'904 | 75'000 | 52'142 CHF | 29'911 CHF | 99.03% | 99.03% |