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 | 3.05% | 1.05 CHF | 1.06 CHF | 50'000 | 50'000 | 67'002 | 30'433 | 56'394 CHF | 27'055 CHF | 99.69% | 99.69% |
15.05.2024 | 3.45% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'393 | 30'293 | 51'865 CHF | 23'186 CHF | 98.97% | 98.97% |
14.05.2024 | 2.35% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 74'314 | 40'263 | 54'046 CHF | 29'557 CHF | 35.48% | 52.40% |
13.05.2024 | 2.86% | 0.98 CHF | 0.99 CHF | 60'000 | 50'000 | 60'000 | 30'432 | 53'641 CHF | 28'215 CHF | 99.67% | 99.67% |
10.05.2024 | 3.36% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 30'328 | 52'696 CHF | 23'550 CHF | 98.61% | 98.61% |
08.05.2024 | 3.83% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 30'432 | 52'892 CHF | 20'988 CHF | 99.68% | 99.68% |
07.05.2024 | 3.42% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'672 | 30'433 | 51'838 CHF | 22'973 CHF | 99.67% | 99.67% |
06.05.2024 | 3.10% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 69'834 | 30'432 | 56'850 CHF | 25'455 CHF | 99.67% | 99.67% |
03.05.2024 | 3.17% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 30'430 | 55'528 CHF | 24'770 CHF | 99.67% | 99.67% |
02.05.2024 | 3.85% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 79'655 | 30'408 | 52'383 CHF | 20'837 CHF | 99.55% | 99.55% |