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% | 1.27 CHF | 1.28 CHF | 40'000 | 25'000 | 48'082 | 25'000 | 58'561 CHF | 30'892 CHF | 99.25% | 99.25% |
15.05.2024 | 1.25% | 1.23 CHF | 1.24 CHF | 50'000 | 25'000 | 47'853 | 24'952 | 58'874 CHF | 31'106 CHF | 98.90% | 98.90% |
14.05.2024 | 1.37% | 1.20 CHF | 1.22 CHF | 50'000 | 25'000 | 49'932 | 25'000 | 60'264 CHF | 30'592 CHF | 95.83% | 95.83% |
13.05.2024 | 1.29% | 1.20 CHF | 1.22 CHF | 50'000 | 25'000 | 48'704 | 25'000 | 58'790 CHF | 30'612 CHF | 91.37% | 91.37% |
10.05.2024 | 1.31% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 46'109 | 23'703 | 54'554 CHF | 28'409 CHF | 100.00% | 100.00% |
08.05.2024 | 1.50% | 1.08 CHF | 1.10 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 52'297 CHF | 26'544 CHF | 100.00% | 100.00% |
07.05.2024 | 1.39% | 1.03 CHF | 1.04 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'549 CHF | 27'148 CHF | 97.06% | 97.06% |
06.05.2024 | 1.51% | 1.01 CHF | 1.03 CHF | 50'000 | 25'000 | 59'026 | 25'000 | 57'711 CHF | 24'826 CHF | 96.91% | 96.91% |
03.05.2024 | 1.64% | 0.94 CHF | 0.96 CHF | 60'000 | 25'000 | 60'000 | 25'000 | 57'173 CHF | 24'215 CHF | 97.92% | 97.92% |
02.05.2024 | 1.56% | 0.94 CHF | 0.96 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'473 CHF | 47'799 CHF | 99.40% | 99.40% |