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 | 0.58% | 1.67 CHF | 1.68 CHF | 30'000 | 30'000 | 30'311 | 18'345 | 51'899 CHF | 31'625 CHF | 99.02% | 99.02% |
15.05.2024 | 0.53% | 1.93 CHF | 1.94 CHF | 30'000 | 30'000 | 29'303 | 18'068 | 64'620 CHF | 39'501 CHF | 98.08% | 98.08% |
14.05.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 30'000 | 30'000 | 27'508 | 18'384 | 68'256 CHF | 45'740 CHF | 97.90% | 97.90% |
13.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 28'499 | 18'319 | 70'412 CHF | 45'507 CHF | 99.82% | 99.82% |
10.05.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 30'000 | 30'000 | 24'651 | 18'191 | 62'096 CHF | 46'106 CHF | 98.64% | 98.64% |
08.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 30'000 | 30'000 | 22'205 | 18'308 | 60'695 CHF | 50'205 CHF | 99.93% | 99.93% |
07.05.2024 | 0.37% | 2.59 CHF | 2.60 CHF | 30'000 | 30'000 | 22'214 | 18'320 | 60'095 CHF | 49'661 CHF | 99.76% | 99.76% |
06.05.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 30'000 | 30'000 | 22'208 | 18'313 | 65'045 CHF | 53'706 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.20 CHF | 3.21 CHF | 30'000 | 30'000 | 22'296 | 18'444 | 74'461 CHF | 61'412 CHF | 95.63% | 95.63% |
02.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 30'000 | 30'000 | 22'229 | 18'344 | 86'165 CHF | 71'462 CHF | 98.83% | 98.83% |