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 | 1.23% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 19'814 | 19'814 | 16'175 CHF | 16'373 CHF | 99.05% | 99.05% |
15.05.2024 | 1.19% | 0.86 CHF | 0.87 CHF | 20'000 | 20'000 | 19'813 | 19'736 | 16'812 CHF | 16'948 CHF | 100.00% | 100.00% |
14.05.2024 | 1.18% | 0.80 CHF | 0.81 CHF | 20'000 | 20'000 | 19'784 | 19'778 | 16'912 CHF | 17'105 CHF | 100.00% | 100.00% |
13.05.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 15'184 CHF | 15'382 CHF | 100.00% | 100.00% |
10.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
08.05.2024 | 1.49% | 0.62 CHF | 0.63 CHF | 20'000 | 20'000 | 19'954 | 19'954 | 13'300 CHF | 13'500 CHF | 99.40% | 99.40% |
07.05.2024 | 1.80% | 0.62 CHF | 0.63 CHF | 20'000 | 20'000 | 19'807 | 19'807 | 11'031 CHF | 11'229 CHF | 97.08% | 97.08% |
06.05.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 20'000 | 20'000 | 19'758 | 19'758 | 8'319 CHF | 8'517 CHF | 100.00% | 100.00% |
03.05.2024 | 2.71% | 0.42 CHF | 0.43 CHF | 20'000 | 20'000 | 19'920 | 19'917 | 7'370 CHF | 7'569 CHF | 97.42% | 97.42% |
02.05.2024 | - | 0.57 CHF | - CHF | 20'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.34% |