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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 1.07% | 1.58 CHF | 1.59 CHF | 40'000 | 30'000 | 31'074 | 13'714 | 52'774 CHF | 23'433 CHF | 91.74% | 91.74% |
22.05.2024 | 1.12% | 1.63 CHF | 1.64 CHF | 40'000 | 30'000 | 36'738 | 13'336 | 60'822 CHF | 22'221 CHF | 98.55% | 98.55% |
21.05.2024 | 1.13% | 1.70 CHF | 1.71 CHF | 30'000 | 30'000 | 38'793 | 14'312 | 63'150 CHF | 23'622 CHF | 79.79% | 79.79% |
17.05.2024 | 1.10% | 1.68 CHF | 1.69 CHF | 30'000 | 30'000 | 31'176 | 13'638 | 52'702 CHF | 23'278 CHF | 91.41% | 91.41% |
16.05.2024 | 1.04% | 1.80 CHF | 1.81 CHF | 30'000 | 30'000 | 30'000 | 13'383 | 53'947 CHF | 24'367 CHF | 96.72% | 96.72% |
15.05.2024 | 1.44% | 1.60 CHF | 1.61 CHF | 40'000 | 30'000 | 40'001 | 13'250 | 52'843 CHF | 18'368 CHF | 99.40% | 99.40% |
14.05.2024 | 1.72% | 1.20 CHF | 1.21 CHF | 50'000 | 30'000 | 49'814 | 13'297 | 54'497 CHF | 15'138 CHF | 98.65% | 98.65% |
13.05.2024 | 1.57% | 1.14 CHF | 1.15 CHF | 50'000 | 30'000 | 50'000 | 13'528 | 58'829 CHF | 15'812 CHF | 93.62% | 93.62% |
10.05.2024 | 1.54% | 1.21 CHF | 1.22 CHF | 50'000 | 30'000 | 49'184 | 13'155 | 60'067 CHF | 16'346 CHF | 97.28% | 98.32% |
08.05.2024 | 1.50% | 1.35 CHF | 1.36 CHF | 40'000 | 30'000 | 44'860 | 13'255 | 55'961 CHF | 17'021 CHF | 99.62% | 99.62% |