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 | 1.66% | 1.24 CHF | 1.26 CHF | 30'000 | 30'000 | 29'838 | 29'838 | 35'982 CHF | 36'580 CHF | 98.54% | 98.54% |
15.05.2024 | 1.72% | 1.14 CHF | 1.16 CHF | 30'000 | 30'000 | 29'945 | 29'945 | 34'654 CHF | 35'254 CHF | 100.00% | 100.00% |
14.05.2024 | 1.93% | 1.11 CHF | 1.13 CHF | 30'000 | 30'000 | 29'983 | 29'983 | 30'786 CHF | 31'386 CHF | 99.99% | 99.99% |
13.05.2024 | 1.85% | 1.07 CHF | 1.09 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 32'137 CHF | 32'737 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 1.08 CHF | 1.10 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 43'215 CHF | 44'015 CHF | 100.00% | 100.00% |
08.05.2024 | 2.06% | 0.95 CHF | 0.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 38'441 CHF | 39'241 CHF | 99.08% | 99.08% |
07.05.2024 | 2.09% | 0.96 CHF | 0.98 CHF | 40'000 | 40'000 | 39'957 | 39'957 | 37'955 CHF | 38'755 CHF | 100.00% | 100.00% |
06.05.2024 | 2.33% | 0.85 CHF | 0.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'026 CHF | 34'826 CHF | 100.00% | 100.00% |
03.05.2024 | 2.64% | 0.75 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'348 CHF | 38'348 CHF | 99.98% | 99.98% |
02.05.2024 | 2.79% | 0.66 CHF | 0.68 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 28'297 CHF | 29'097 CHF | 100.00% | 100.00% |