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 | 2,82% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 411 CHF | 39 244 CHF | 84,73% | 84,73% |
15/05/2024 | 3,16% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 78 825 | 49 448 | 53 326 CHF | 34 609 CHF | 90,37% | 90,37% |
14/05/2024 | 3,50% | 0,57 CHF | 0,60 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 276 CHF | 31 228 CHF | 98,81% | 98,81% |
13/05/2024 | 3,51% | 0,62 CHF | 0,64 CHF | 90 000 | 50 000 | 88 716 | 50 000 | 54 416 CHF | 31 788 CHF | 94,00% | 94,00% |
10/05/2024 | 3,21% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 80 389 | 50 000 | 52 730 CHF | 33 876 CHF | 91,46% | 91,46% |
08/05/2024 | 3,48% | 0,60 CHF | 0,62 CHF | 90 000 | 50 000 | 88 405 | 50 000 | 53 899 CHF | 31 583 CHF | 86,23% | 86,23% |
07/05/2024 | 3,63% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 90 074 | 50 000 | 52 111 CHF | 29 997 CHF | 97,06% | 97,06% |
06/05/2024 | 3,82% | 0,56 CHF | 0,58 CHF | 90 000 | 50 000 | 96 461 | 50 000 | 53 278 CHF | 28 713 CHF | 99,79% | 99,79% |
03/05/2024 | 2,78% | 0,55 CHF | 0,58 CHF | 100 000 | 50 000 | 105 339 | 50 000 | 53 128 CHF | 26 019 CHF | 97,41% | 97,41% |
02/05/2024 | 2,87% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 100 821 | 50 000 | 52 369 CHF | 26 847 CHF | 92,84% | 92,84% |