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 | 2.67% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 58'563 | 30'431 | 55'795 CHF | 29'984 CHF | 99.66% | 99.66% |
15.05.2024 | 2.84% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 30'432 | 53'722 CHF | 28'111 CHF | 99.63% | 99.63% |
14.05.2024 | 2.98% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'474 | 30'432 | 51'360 CHF | 26'675 CHF | 99.65% | 99.65% |
13.05.2024 | 3.36% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 71'169 | 30'708 | 52'818 CHF | 23'470 CHF | 94.87% | 94.87% |
10.05.2024 | 2.96% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 62'180 | 30'329 | 53'027 CHF | 26'493 CHF | 98.59% | 98.59% |
08.05.2024 | 2.78% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 30'434 | 54'407 CHF | 28'268 CHF | 99.66% | 99.66% |
07.05.2024 | 2.97% | 0.94 CHF | 0.95 CHF | 60'000 | 50'000 | 61'003 | 30'434 | 52'415 CHF | 27'206 CHF | 99.66% | 99.66% |
06.05.2024 | 3.00% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 69'056 | 30'963 | 56'972 CHF | 26'212 CHF | 90.80% | 90.80% |
03.05.2024 | 3.80% | 0.74 CHF | 0.79 CHF | 5'000 | 5'000 | 59'290 | 24'078 | 49'190 CHF | 20'571 CHF | 99.23% | 99.23% |
02.05.2024 | 3.26% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 30'388 | 54'333 CHF | 24'357 CHF | 99.44% | 99.44% |