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 | 1.32% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 20'354 | 20'354 | 15'318 CHF | 15'521 CHF | 100.00% | 100.00% |
15.05.2024 | 1.36% | 0.76 CHF | 0.77 CHF | 20'000 | 20'000 | 23'786 | 23'786 | 17'297 CHF | 17'535 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 14'818 CHF | 15'018 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'103 CHF | 19'353 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'716 CHF | 17'966 CHF | 100.00% | 100.00% |
08.05.2024 | 1.51% | 0.65 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'466 CHF | 16'716 CHF | 100.00% | 100.00% |
07.05.2024 | 1.60% | 0.65 CHF | 0.66 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'568 CHF | 18'868 CHF | 100.00% | 100.00% |
06.05.2024 | 1.67% | 0.56 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'875 CHF | 15'125 CHF | 100.00% | 100.00% |
03.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'470 CHF | 15'720 CHF | 100.00% | 100.00% |
02.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 18'235 CHF | 18'535 CHF | 99.91% | 99.91% |