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 | 1.12% | 2.66 CHF | 2.69 CHF | 40'000 | 40'000 | 39'765 | 39'765 | 107'399 CHF | 108'599 CHF | 98.75% | 98.75% |
15.05.2024 | 1.18% | 2.77 CHF | 2.80 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 101'755 CHF | 102'955 CHF | 99.98% | 99.98% |
14.05.2024 | 1.28% | 2.33 CHF | 2.36 CHF | 40'000 | 40'000 | 39'503 | 39'503 | 94'396 CHF | 95'596 CHF | 93.83% | 93.83% |
13.05.2024 | 1.34% | 2.42 CHF | 2.45 CHF | 40'000 | 40'000 | 38'310 | 38'310 | 92'306 CHF | 93'506 CHF | 86.41% | 86.41% |
10.05.2024 | 1.22% | 2.57 CHF | 2.60 CHF | 40'000 | 40'000 | 39'641 | 39'641 | 98'791 CHF | 99'991 CHF | 95.30% | 95.30% |
08.05.2024 | 1.26% | 2.38 CHF | 2.41 CHF | 40'000 | 40'000 | 39'710 | 39'710 | 95'053 CHF | 96'253 CHF | 95.86% | 95.86% |
07.05.2024 | 1.29% | 2.33 CHF | 2.36 CHF | 40'000 | 40'000 | 39'865 | 39'865 | 92'487 CHF | 93'687 CHF | 94.81% | 94.81% |
06.05.2024 | 1.36% | 2.26 CHF | 2.29 CHF | 40'000 | 40'000 | 39'453 | 39'453 | 88'977 CHF | 90'177 CHF | 75.34% | 75.34% |
03.05.2024 | 1.39% | 2.26 CHF | 2.29 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 85'801 CHF | 87'001 CHF | 72.51% | 72.51% |
02.05.2024 | 1.53% | 1.99 CHF | 2.02 CHF | 40'000 | 40'000 | 37'763 | 37'763 | 81'916 CHF | 83'116 CHF | 63.40% | 63.40% |