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 | 1.77% | 1.17 CHF | 1.19 CHF | 30'000 | 3'000 | 29'301 | 11'112 | 33'715 CHF | 13'112 CHF | 94.52% | 94.52% |
15.05.2024 | 1.81% | 1.08 CHF | 1.10 CHF | 30'000 | 30'000 | 29'936 | 29'936 | 32'997 CHF | 33'597 CHF | 93.25% | 93.25% |
14.05.2024 | 2.21% | 1.03 CHF | 1.05 CHF | 30'000 | 30'000 | 29'964 | 29'964 | 27'017 CHF | 27'616 CHF | 94.51% | 94.51% |
13.05.2024 | 2.06% | 0.96 CHF | 0.98 CHF | 30'000 | 30'000 | 29'993 | 29'993 | 28'858 CHF | 29'458 CHF | 92.90% | 92.90% |
10.05.2024 | 2.05% | 0.96 CHF | 0.98 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 28'969 CHF | 29'569 CHF | 98.46% | 98.46% |
08.05.2024 | 2.46% | 0.78 CHF | 0.80 CHF | 30'000 | 30'000 | 29'845 | 29'845 | 24'080 CHF | 24'677 CHF | 95.60% | 95.60% |
07.05.2024 | 2.51% | 0.80 CHF | 0.82 CHF | 30'000 | 30'000 | 29'941 | 29'941 | 23'646 CHF | 24'246 CHF | 97.80% | 97.80% |
06.05.2024 | 3.06% | 0.64 CHF | 0.66 CHF | 30'000 | 30'000 | 29'992 | 29'992 | 19'346 CHF | 19'945 CHF | 99.08% | 99.08% |
03.05.2024 | 3.57% | 0.49 CHF | 0.51 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 19'680 CHF | 20'398 CHF | 99.61% | 99.61% |
02.05.2024 | 3.42% | 0.39 CHF | 0.40 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'096 CHF | 13'551 CHF | 99.99% | 99.99% |