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 | 1.26% | 1.30 CHF | 1.32 CHF | 40'000 | 25'000 | 42'863 | 25'000 | 53'766 CHF | 31'830 CHF | 99.25% | 99.25% |
15.05.2024 | 1.18% | 1.26 CHF | 1.28 CHF | 40'000 | 25'000 | 40'978 | 24'952 | 51'965 CHF | 32'042 CHF | 98.90% | 98.90% |
14.05.2024 | 1.32% | 1.24 CHF | 1.26 CHF | 50'000 | 25'000 | 44'233 | 25'000 | 54'996 CHF | 31'533 CHF | 95.83% | 95.83% |
13.05.2024 | 1.34% | 1.24 CHF | 1.26 CHF | 50'000 | 25'000 | 45'663 | 25'000 | 56'801 CHF | 31'582 CHF | 91.37% | 91.37% |
10.05.2024 | 1.42% | 1.26 CHF | 1.27 CHF | 40'000 | 25'000 | 45'028 | 23'703 | 54'913 CHF | 29'333 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 1.12 CHF | 1.14 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 54'159 CHF | 27'485 CHF | 100.00% | 100.00% |
07.05.2024 | 1.34% | 1.07 CHF | 1.08 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 55'412 CHF | 28'079 CHF | 97.06% | 97.06% |
06.05.2024 | 1.54% | 1.05 CHF | 1.07 CHF | 50'000 | 25'000 | 50'573 | 25'000 | 51'329 CHF | 25'774 CHF | 96.91% | 96.91% |
03.05.2024 | 1.54% | 0.98 CHF | 1.00 CHF | 60'000 | 25'000 | 56'120 | 25'000 | 55'543 CHF | 25'149 CHF | 97.92% | 97.92% |
02.05.2024 | 1.56% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 58'264 | 50'000 | 56'882 CHF | 49'617 CHF | 98.88% | 98.88% |