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 | 2.31% | 0.75 CHF | 0.76 CHF | 70'000 | 30'000 | 70'000 | 18'317 | 53'228 CHF | 14'227 CHF | 98.79% | 98.79% |
15.05.2024 | 1.92% | 0.83 CHF | 0.84 CHF | 70'000 | 30'000 | 58'570 | 17'946 | 55'046 CHF | 16'935 CHF | 95.92% | 95.92% |
14.05.2024 | 1.68% | 1.01 CHF | 1.02 CHF | 50'000 | 30'000 | 50'000 | 18'384 | 52'371 CHF | 19'513 CHF | 97.90% | 97.90% |
13.05.2024 | 1.68% | 1.05 CHF | 1.06 CHF | 50'000 | 30'000 | 50'000 | 18'318 | 52'436 CHF | 19'532 CHF | 99.82% | 99.82% |
10.05.2024 | 1.65% | 1.11 CHF | 1.12 CHF | 50'000 | 30'000 | 50'000 | 18'194 | 53'611 CHF | 19'828 CHF | 98.68% | 98.68% |
08.05.2024 | 1.49% | 1.16 CHF | 1.17 CHF | 50'000 | 30'000 | 48'745 | 18'307 | 57'838 CHF | 22'019 CHF | 99.90% | 99.90% |
07.05.2024 | 1.47% | 1.14 CHF | 1.15 CHF | 50'000 | 30'000 | 50'000 | 18'320 | 59'882 CHF | 22'147 CHF | 99.76% | 99.76% |
06.05.2024 | 1.34% | 1.27 CHF | 1.28 CHF | 40'000 | 30'000 | 40'000 | 18'303 | 52'592 CHF | 24'233 CHF | 99.92% | 99.92% |
03.05.2024 | 1.60% | 1.43 CHF | 1.46 CHF | 6'000 | 6'000 | 28'495 | 11'734 | 45'224 CHF | 18'686 CHF | 95.59% | 95.59% |
02.05.2024 | 0.98% | 1.82 CHF | 1.83 CHF | 30'000 | 30'000 | 30'000 | 18'341 | 54'184 CHF | 33'649 CHF | 98.80% | 98.80% |