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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.63% | 1.75 CHF | 1.78 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 72'993 CHF | 74'193 CHF | 99.20% | 99.20% |
16.05.2024 | 1.56% | 1.87 CHF | 1.90 CHF | 40'000 | 40'000 | 39'890 | 39'890 | 76'371 CHF | 77'571 CHF | 99.32% | 99.32% |
15.05.2024 | 1.71% | 1.97 CHF | 2.00 CHF | 40'000 | 40'000 | 39'926 | 39'926 | 69'800 CHF | 71'000 CHF | 99.33% | 99.33% |
14.05.2024 | 1.94% | 1.53 CHF | 1.56 CHF | 40'000 | 40'000 | 39'279 | 39'279 | 62'484 CHF | 63'684 CHF | 93.78% | 93.78% |
13.05.2024 | 1.95% | 1.62 CHF | 1.65 CHF | 40'000 | 40'000 | 38'844 | 38'844 | 62'620 CHF | 63'820 CHF | 93.05% | 93.05% |
10.05.2024 | 1.77% | 1.77 CHF | 1.80 CHF | 40'000 | 40'000 | 39'786 | 39'786 | 67'604 CHF | 68'804 CHF | 97.70% | 97.70% |
08.05.2024 | 1.86% | 1.59 CHF | 1.62 CHF | 40'000 | 40'000 | 39'918 | 39'918 | 64'101 CHF | 65'301 CHF | 98.04% | 98.04% |
07.05.2024 | 1.94% | 1.54 CHF | 1.57 CHF | 40'000 | 40'000 | 39'940 | 39'940 | 61'320 CHF | 62'520 CHF | 99.37% | 99.37% |
06.05.2024 | 2.01% | 1.49 CHF | 1.52 CHF | 40'000 | 40'000 | 39'975 | 39'975 | 59'164 CHF | 60'364 CHF | 99.75% | 99.75% |
03.05.2024 | 2.15% | 1.49 CHF | 1.52 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 55'265 CHF | 56'465 CHF | 99.93% | 99.93% |