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 | 1.52% | 1.36 CHF | 1.38 CHF | 20'000 | 20'000 | 18'688 | 18'688 | 26'274 CHF | 26'651 CHF | 96.17% | 96.17% |
15.05.2024 | 1.62% | 1.36 CHF | 1.38 CHF | 20'000 | 20'000 | 18'714 | 18'714 | 24'631 CHF | 25'009 CHF | 95.49% | 95.49% |
14.05.2024 | 1.76% | 1.24 CHF | 1.26 CHF | 20'000 | 20'000 | 18'952 | 18'952 | 22'560 CHF | 22'942 CHF | 97.39% | 97.39% |
13.05.2024 | 1.74% | 1.19 CHF | 1.21 CHF | 20'000 | 20'000 | 18'973 | 18'973 | 22'795 CHF | 23'177 CHF | 96.76% | 96.76% |
10.05.2024 | 1.58% | 1.25 CHF | 1.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 25'120 CHF | 25'520 CHF | 97.31% | 97.31% |
08.05.2024 | 1.71% | 1.17 CHF | 1.19 CHF | 20'000 | 20'000 | 19'512 | 19'512 | 23'224 CHF | 23'615 CHF | 95.77% | 95.77% |
07.05.2024 | 1.81% | 1.19 CHF | 1.21 CHF | 20'000 | 20'000 | 19'068 | 19'068 | 22'038 CHF | 22'422 CHF | 99.09% | 99.09% |
06.05.2024 | 1.95% | 1.08 CHF | 1.10 CHF | 20'000 | 20'000 | 19'333 | 19'333 | 20'362 CHF | 20'750 CHF | 92.84% | 92.84% |
03.05.2024 | 2.08% | 1.01 CHF | 1.03 CHF | 20'000 | 20'000 | 19'197 | 19'197 | 19'075 CHF | 19'460 CHF | 84.91% | 84.91% |
02.05.2024 | 2.14% | 0.91 CHF | 0.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'497 CHF | 18'897 CHF | 99.21% | 99.21% |