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 | 3.11% | 1.00 CHF | 1.04 CHF | 50'000 | 20'000 | 50'000 | 20'000 | 50'431 CHF | 20'809 CHF | 63.77% | 63.77% |
15.05.2024 | 3.34% | 0.98 CHF | 1.02 CHF | 51'380 | 10'000 | 51'924 | 19'807 | 48'951 CHF | 19'296 CHF | 63.72% | 63.72% |
14.05.2024 | 3.49% | 0.91 CHF | 0.94 CHF | 53'251 | 20'000 | 53'359 | 20'000 | 46'991 CHF | 18'240 CHF | 76.84% | 76.84% |
13.05.2024 | 3.31% | 0.90 CHF | 0.93 CHF | 51'263 | 20'000 | 51'284 | 20'000 | 45'720 CHF | 18'431 CHF | 94.91% | 94.91% |
10.05.2024 | 3.35% | 0.95 CHF | 0.99 CHF | 50'733 | 20'000 | 50'731 | 20'000 | 48'317 CHF | 19'698 CHF | 98.35% | 98.35% |
08.05.2024 | 3.71% | 0.87 CHF | 0.90 CHF | 51'671 | 20'000 | 51'955 | 20'000 | 44'824 CHF | 17'909 CHF | 74.13% | 74.13% |
07.05.2024 | 3.50% | 0.87 CHF | 0.90 CHF | 51'692 | 20'000 | 51'793 | 20'000 | 45'348 CHF | 18'135 CHF | 93.15% | 93.15% |
06.05.2024 | 3.47% | 0.86 CHF | 0.89 CHF | 52'182 | 20'000 | 52'330 | 20'000 | 44'534 CHF | 17'623 CHF | 82.25% | 82.25% |
03.05.2024 | 3.81% | 0.81 CHF | 0.84 CHF | 53'107 | 20'000 | 53'835 | 20'000 | 41'617 CHF | 16'070 CHF | 69.82% | 69.82% |
02.05.2024 | 5.02% | 0.59 CHF | 0.62 CHF | 59'336 | 20'000 | 59'732 | 20'000 | 34'811 CHF | 12'257 CHF | 95.38% | 95.38% |