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 | 1.81% | 1.73 CHF | 1.76 CHF | 10'000 | 10'000 | 9'015 | 9'015 | 16'436 CHF | 16'710 CHF | 92.44% | 92.44% |
15.05.2024 | 1.97% | 1.74 CHF | 1.77 CHF | 10'000 | 10'000 | 9'193 | 9'193 | 15'113 CHF | 15'392 CHF | 93.49% | 93.49% |
14.05.2024 | 2.22% | 1.50 CHF | 1.53 CHF | 10'000 | 10'000 | 9'563 | 9'563 | 13'372 CHF | 13'660 CHF | 97.52% | 97.52% |
13.05.2024 | 2.17% | 1.40 CHF | 1.43 CHF | 10'000 | 10'000 | 9'645 | 9'645 | 13'716 CHF | 14'006 CHF | 97.43% | 97.43% |
10.05.2024 | 1.94% | 1.53 CHF | 1.56 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 15'320 CHF | 15'620 CHF | 99.49% | 99.49% |
08.05.2024 | 2.12% | 1.37 CHF | 1.40 CHF | 10'000 | 10'000 | 9'941 | 9'941 | 13'991 CHF | 14'289 CHF | 98.51% | 98.51% |
07.05.2024 | 2.23% | 1.41 CHF | 1.44 CHF | 10'000 | 10'000 | 9'925 | 9'925 | 13'342 CHF | 13'641 CHF | 99.56% | 99.56% |
06.05.2024 | 2.57% | 1.20 CHF | 1.23 CHF | 10'000 | 10'000 | 9'996 | 9'996 | 11'521 CHF | 11'821 CHF | 100.00% | 100.00% |
03.05.2024 | 2.79% | 1.09 CHF | 1.12 CHF | 10'000 | 10'000 | 9'994 | 9'994 | 10'614 CHF | 10'914 CHF | 99.30% | 99.30% |
02.05.2024 | 3.13% | 0.91 CHF | 0.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 9'449 CHF | 9'749 CHF | 100.00% | 100.00% |