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 | 1.44% | 1.30 CHF | 1.31 CHF | 40'000 | 30'000 | 40'233 | 13'383 | 52'098 CHF | 17'630 CHF | 96.73% | 96.73% |
15.05.2024 | 2.35% | 1.10 CHF | 1.11 CHF | 50'000 | 30'000 | 65'929 | 13'247 | 53'382 CHF | 11'690 CHF | 99.39% | 99.39% |
14.05.2024 | 3.21% | 0.70 CHF | 0.71 CHF | 80'000 | 30'000 | 90'455 | 13'295 | 52'986 CHF | 8'427 CHF | 98.69% | 98.69% |
13.05.2024 | 2.72% | 0.63 CHF | 0.64 CHF | 80'000 | 30'000 | 81'789 | 13'528 | 54'927 CHF | 9'002 CHF | 93.63% | 93.63% |
10.05.2024 | 2.61% | 0.70 CHF | 0.71 CHF | 80'000 | 30'000 | 74'384 | 13'151 | 53'339 CHF | 9'705 CHF | 98.56% | 98.56% |
08.05.2024 | 2.52% | 0.85 CHF | 0.86 CHF | 60'000 | 30'000 | 71'287 | 13'255 | 52'861 CHF | 10'316 CHF | 99.63% | 99.63% |
07.05.2024 | 2.43% | 0.78 CHF | 0.79 CHF | 70'000 | 30'000 | 70'025 | 13'282 | 53'414 CHF | 10'318 CHF | 99.18% | 99.18% |
06.05.2024 | 2.88% | 0.70 CHF | 0.71 CHF | 80'000 | 30'000 | 81'949 | 13'395 | 52'863 CHF | 9'091 CHF | 97.33% | 97.33% |
03.05.2024 | 3.68% | 0.56 CHF | 0.57 CHF | 90'000 | 30'000 | 103'345 | 13'343 | 52'996 CHF | 7'607 CHF | 96.74% | 96.74% |
02.05.2024 | 3.78% | 0.41 CHF | 0.42 CHF | 130'000 | 30'000 | 113'678 | 13'808 | 51'987 CHF | 6'141 CHF | 90.30% | 91.34% |