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 | 1.04% | 1.87 CHF | 1.89 CHF | 20'000 | 20'000 | 19'970 | 19'970 | 38'158 CHF | 38'558 CHF | 89.62% | 89.62% |
15.05.2024 | 1.09% | 1.87 CHF | 1.89 CHF | 20'000 | 20'000 | 19'963 | 19'963 | 36'418 CHF | 36'818 CHF | 96.67% | 96.67% |
14.05.2024 | 1.17% | 1.75 CHF | 1.77 CHF | 20'000 | 20'000 | 19'989 | 19'989 | 34'065 CHF | 34'465 CHF | 99.52% | 99.52% |
13.05.2024 | 1.16% | 1.70 CHF | 1.72 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'317 CHF | 34'717 CHF | 99.61% | 99.61% |
10.05.2024 | 1.12% | 1.77 CHF | 1.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'430 CHF | 35'830 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 1.69 CHF | 1.71 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 34'235 CHF | 34'635 CHF | 99.09% | 99.09% |
07.05.2024 | 1.19% | 1.71 CHF | 1.73 CHF | 20'000 | 20'000 | 19'964 | 19'964 | 33'530 CHF | 33'930 CHF | 99.94% | 99.94% |
06.05.2024 | 1.26% | 1.61 CHF | 1.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'653 CHF | 32'053 CHF | 100.00% | 100.00% |
03.05.2024 | 1.29% | 1.55 CHF | 1.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'699 CHF | 31'099 CHF | 99.74% | 99.74% |
02.05.2024 | 1.35% | 1.45 CHF | 1.47 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 29'420 CHF | 29'820 CHF | 100.00% | 100.00% |