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 | 1.97% | 1.41 CHF | 1.44 CHF | 40'000 | 30'000 | 39'117 | 30'000 | 58'968 CHF | 46'243 CHF | 99.56% | 99.56% |
15.05.2024 | 1.89% | 1.61 CHF | 1.64 CHF | 40'000 | 30'000 | 39'786 | 30'000 | 62'433 CHF | 47'994 CHF | 95.63% | 95.63% |
14.05.2024 | 1.71% | 1.60 CHF | 1.63 CHF | 40'000 | 30'000 | 32'050 | 30'000 | 55'658 CHF | 53'225 CHF | 99.31% | 99.31% |
13.05.2024 | 1.82% | 1.68 CHF | 1.71 CHF | 30'000 | 30'000 | 39'191 | 30'000 | 64'111 CHF | 49'999 CHF | 99.55% | 99.55% |
10.05.2024 | 1.89% | 1.54 CHF | 1.57 CHF | 40'000 | 30'000 | 40'000 | 30'000 | 62'800 CHF | 48'000 CHF | 94.89% | 94.89% |
08.05.2024 | 2.10% | 1.42 CHF | 1.45 CHF | 40'000 | 30'000 | 40'000 | 30'000 | 56'578 CHF | 43'334 CHF | 99.52% | 99.52% |
07.05.2024 | 1.44% | 1.46 CHF | 1.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 68'928 CHF | 69'928 CHF | 99.49% | 99.49% |
06.05.2024 | 1.48% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 67'220 CHF | 68'220 CHF | 99.56% | 99.56% |
03.05.2024 | 1.50% | 1.32 CHF | 1.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 66'279 CHF | 67'279 CHF | 98.40% | 98.40% |
02.05.2024 | 1.40% | 1.35 CHF | 1.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 71'190 CHF | 72'190 CHF | 99.51% | 99.51% |