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 | 1.20% | 0.82 CHF | 0.83 CHF | 70'000 | 10'000 | 65'398 | 6'086 | 54'281 CHF | 5'113 CHF | 99.99% | 99.99% |
16.05.2024 | 1.43% | 0.66 CHF | 0.67 CHF | 80'000 | 10'000 | 78'617 | 6'097 | 54'732 CHF | 4'289 CHF | 99.01% | 99.01% |
15.05.2024 | 0.93% | 0.90 CHF | 0.91 CHF | 60'000 | 10'000 | 42'883 | 6'004 | 51'330 CHF | 7'139 CHF | 98.07% | 98.07% |
14.05.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 40'000 | 10'000 | 40'000 | 6'110 | 60'521 CHF | 9'271 CHF | 97.90% | 97.90% |
13.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 40'000 | 10'000 | 40'000 | 6'086 | 57'966 CHF | 8'906 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.57 CHF | 1.58 CHF | 40'000 | 10'000 | 40'000 | 6'065 | 58'427 CHF | 8'949 CHF | 98.68% | 98.68% |
08.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 30'000 | 10'000 | 30'000 | 6'085 | 57'152 CHF | 11'665 CHF | 99.99% | 99.99% |
07.05.2024 | 0.53% | 1.77 CHF | 1.78 CHF | 30'000 | 10'000 | 30'000 | 6'085 | 56'244 CHF | 11'405 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 2.11 CHF | 2.12 CHF | 30'000 | 10'000 | 30'000 | 6'085 | 66'099 CHF | 13'358 CHF | 99.99% | 99.99% |
03.05.2024 | 0.37% | 2.59 CHF | 2.60 CHF | 20'000 | 10'000 | 22'007 | 6'106 | 58'708 CHF | 16'276 CHF | 97.32% | 97.32% |