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 | 3.31% | 0.35 CHF | 0.37 CHF | 85'693 | 50'000 | 85'220 | 50'000 | 31'748 CHF | 19'261 CHF | 99.25% | 99.25% |
15.05.2024 | 3.07% | 0.43 CHF | 0.44 CHF | 84'485 | 50'000 | 84'779 | 49'446 | 34'871 CHF | 20'978 CHF | 98.73% | 98.73% |
14.05.2024 | 3.24% | 0.45 CHF | 0.46 CHF | 84'357 | 50'000 | 84'423 | 50'000 | 37'961 CHF | 23'225 CHF | 99.99% | 99.99% |
13.05.2024 | 4.03% | 0.38 CHF | 0.40 CHF | 85'475 | 50'000 | 85'966 | 50'000 | 29'909 CHF | 18'113 CHF | 100.00% | 100.00% |
10.05.2024 | 3.94% | 0.32 CHF | 0.33 CHF | 86'555 | 50'000 | 86'768 | 50'000 | 26'297 CHF | 15'767 CHF | 100.00% | 100.00% |
08.05.2024 | 3.71% | 0.28 CHF | 0.29 CHF | 87'355 | 50'000 | 87'103 | 50'000 | 25'697 CHF | 15'309 CHF | 23.67% | 23.67% |
07.05.2024 | 3.28% | 0.39 CHF | 0.40 CHF | 85'348 | 50'000 | 85'907 | 50'000 | 30'901 CHF | 18'585 CHF | 97.06% | 97.06% |
06.05.2024 | 4.25% | 0.32 CHF | 0.33 CHF | 86'485 | 50'000 | 85'896 | 50'000 | 29'910 CHF | 18'167 CHF | 100.00% | 100.00% |
03.05.2024 | 3.27% | 0.34 CHF | 0.36 CHF | 85'969 | 50'000 | 85'379 | 50'000 | 33'375 CHF | 20'197 CHF | 97.92% | 97.92% |
02.05.2024 | 3.55% | 0.39 CHF | 0.41 CHF | 85'979 | 50'000 | 85'466 | 50'000 | 35'837 CHF | 21'727 CHF | 99.36% | 99.36% |