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 | 1.11% | 1.28 CHF | 1.30 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'181 CHF | 33'609 CHF | 99.25% | 99.25% |
15.05.2024 | 1.13% | 1.32 CHF | 1.34 CHF | 40'000 | 25'000 | 40'000 | 24'952 | 52'741 CHF | 33'275 CHF | 98.90% | 98.90% |
14.05.2024 | 1.16% | 1.35 CHF | 1.36 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'721 CHF | 33'967 CHF | 95.83% | 95.83% |
13.05.2024 | 1.07% | 1.35 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 53'739 CHF | 33'947 CHF | 91.37% | 91.37% |
10.05.2024 | 1.15% | 1.34 CHF | 1.35 CHF | 40'000 | 25'000 | 37'146 | 23'703 | 50'997 CHF | 32'896 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 1.55 CHF | 1.56 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'323 CHF | 39'975 CHF | 100.00% | 100.00% |
07.05.2024 | 0.96% | 1.60 CHF | 1.62 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'392 CHF | 39'370 CHF | 97.06% | 97.06% |
06.05.2024 | 0.88% | 1.62 CHF | 1.63 CHF | 40'000 | 25'000 | 37'685 | 25'000 | 62'265 CHF | 41'700 CHF | 96.91% | 96.91% |
03.05.2024 | 0.93% | 1.69 CHF | 1.71 CHF | 30'000 | 25'000 | 30'511 | 25'000 | 51'286 CHF | 42'428 CHF | 97.92% | 97.92% |
02.05.2024 | 0.87% | 1.70 CHF | 1.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 84'773 CHF | 85'513 CHF | 99.34% | 99.34% |