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 | 1.98% | 0.79 CHF | 0.81 CHF | 50'000 | 50'000 | 43'994 | 43'994 | 35'199 CHF | 35'825 CHF | 96.17% | 96.17% |
15.05.2024 | 2.05% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 46'129 | 46'129 | 35'629 CHF | 36'260 CHF | 95.98% | 95.98% |
14.05.2024 | 2.06% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 45'713 | 45'713 | 34'443 CHF | 35'070 CHF | 95.71% | 95.71% |
13.05.2024 | 1.90% | 0.81 CHF | 0.82 CHF | 100'000 | 100'000 | 45'334 | 45'334 | 37'065 CHF | 37'690 CHF | 96.01% | 96.01% |
10.05.2024 | 2.13% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 46'049 | 46'049 | 34'713 CHF | 35'340 CHF | 94.58% | 94.58% |
08.05.2024 | 2.15% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 45'898 | 45'898 | 33'711 CHF | 34'336 CHF | 95.45% | 95.45% |
07.05.2024 | 2.17% | 0.72 CHF | 0.73 CHF | 100'000 | 100'000 | 46'077 | 46'077 | 32'922 CHF | 33'546 CHF | 94.32% | 94.32% |
06.05.2024 | 2.04% | 0.76 CHF | 0.77 CHF | 100'000 | 100'000 | 45'715 | 45'715 | 34'799 CHF | 35'422 CHF | 95.91% | 95.91% |
03.05.2024 | 2.03% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 45'640 | 45'640 | 35'206 CHF | 35'833 CHF | 94.66% | 94.66% |
02.05.2024 | 1.86% | 0.83 CHF | 0.84 CHF | 100'000 | 100'000 | 45'456 | 45'456 | 37'768 CHF | 38'389 CHF | 93.72% | 93.72% |