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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.15% | 1.32 CHF | 1.33 CHF | 40'000 | 25'000 | 41'554 | 25'000 | 52'762 CHF | 32'164 CHF | 100.00% | 100.00% |
16.05.2024 | 1.15% | 1.25 CHF | 1.27 CHF | 40'000 | 25'000 | 40'011 | 25'000 | 52'084 CHF | 32'920 CHF | 99.25% | 99.25% |
15.05.2024 | 1.18% | 1.30 CHF | 1.31 CHF | 40'000 | 25'000 | 40'000 | 24'952 | 51'627 CHF | 32'588 CHF | 98.90% | 98.90% |
14.05.2024 | 1.25% | 1.32 CHF | 1.34 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 52'610 CHF | 33'296 CHF | 95.83% | 95.83% |
13.05.2024 | 1.19% | 1.32 CHF | 1.34 CHF | 40'000 | 25'000 | 40'155 | 25'000 | 52'812 CHF | 33'281 CHF | 91.37% | 91.37% |
10.05.2024 | 1.29% | 1.31 CHF | 1.33 CHF | 40'000 | 25'000 | 37'146 | 23'703 | 49'979 CHF | 32'284 CHF | 100.00% | 100.00% |
08.05.2024 | 0.97% | 1.52 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 62'246 CHF | 39'283 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 1.57 CHF | 1.59 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'298 CHF | 38'685 CHF | 97.06% | 97.06% |
06.05.2024 | 0.96% | 1.59 CHF | 1.60 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 64'991 CHF | 41'010 CHF | 96.91% | 96.91% |
03.05.2024 | 0.92% | 1.66 CHF | 1.68 CHF | 40'000 | 25'000 | 38'143 | 25'000 | 63'056 CHF | 41'735 CHF | 97.92% | 97.92% |