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 | 2.52% | 1.16 CHF | 1.17 CHF | 50'000 | 5'000 | 50'272 | 3'043 | 54'212 CHF | 3'349 CHF | 99.64% | 99.64% |
15.05.2024 | 2.04% | 1.11 CHF | 1.12 CHF | 50'000 | 5'000 | 42'155 | 3'055 | 54'854 CHF | 3'969 CHF | 97.59% | 97.59% |
14.05.2024 | 3.52% | 1.41 CHF | 1.47 CHF | 5'000 | 5'000 | 43'391 | 3'049 | 43'801 CHF | 3'440 CHF | 98.66% | 98.66% |
13.05.2024 | 3.12% | 1.08 CHF | 1.09 CHF | 50'000 | 5'000 | 58'210 | 3'044 | 52'517 CHF | 2'937 CHF | 99.55% | 99.55% |
10.05.2024 | 2.54% | 0.86 CHF | 0.87 CHF | 60'000 | 5'000 | 51'675 | 3'033 | 54'718 CHF | 3'234 CHF | 98.57% | 98.57% |
08.05.2024 | 3.02% | 1.22 CHF | 1.28 CHF | 5'000 | 5'000 | 34'614 | 3'043 | 44'052 CHF | 3'918 CHF | 99.64% | 99.64% |
07.05.2024 | 1.57% | 1.61 CHF | 1.62 CHF | 40'000 | 5'000 | 33'123 | 3'044 | 56'473 CHF | 5'220 CHF | 99.58% | 99.58% |
06.05.2024 | 1.52% | 1.79 CHF | 1.80 CHF | 30'000 | 5'000 | 30'000 | 3'043 | 55'096 CHF | 5'724 CHF | 99.65% | 99.65% |
03.05.2024 | 1.64% | 1.58 CHF | 1.59 CHF | 40'000 | 5'000 | 35'210 | 3'038 | 59'052 CHF | 5'235 CHF | 99.39% | 99.39% |
02.05.2024 | 1.45% | 1.67 CHF | 1.68 CHF | 30'000 | 5'000 | 31'486 | 3'044 | 58'174 CHF | 5'622 CHF | 99.11% | 99.11% |