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 | 1.07% | 1.47 CHF | 1.49 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'781 CHF | 38'395 CHF | 99.25% | 99.25% |
15.05.2024 | 1.01% | 1.51 CHF | 1.53 CHF | 40'000 | 25'000 | 40'000 | 24'952 | 60'371 CHF | 38'043 CHF | 98.90% | 98.90% |
14.05.2024 | 0.96% | 1.54 CHF | 1.55 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'356 CHF | 38'717 CHF | 95.83% | 95.83% |
13.05.2024 | 1.06% | 1.54 CHF | 1.56 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'339 CHF | 38'746 CHF | 91.37% | 91.37% |
10.05.2024 | 1.03% | 1.53 CHF | 1.54 CHF | 40'000 | 25'000 | 37'146 | 23'703 | 58'103 CHF | 37'437 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.74 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'222 CHF | 44'725 CHF | 100.00% | 100.00% |
07.05.2024 | 0.97% | 1.79 CHF | 1.81 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'494 CHF | 44'171 CHF | 97.06% | 97.06% |
06.05.2024 | 0.77% | 1.81 CHF | 1.82 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'343 CHF | 46'476 CHF | 96.91% | 96.91% |
03.05.2024 | 0.85% | 1.88 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'161 CHF | 47'202 CHF | 97.92% | 97.92% |
02.05.2024 | 0.80% | 1.89 CHF | 1.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 94'313 CHF | 95'068 CHF | 99.39% | 99.39% |