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 | 0.97% | 1.87 CHF | 1.88 CHF | 30'000 | 30'000 | 30'000 | 18'345 | 54'845 CHF | 33'835 CHF | 99.02% | 99.02% |
15.05.2024 | 1.26% | 1.65 CHF | 1.66 CHF | 40'000 | 30'000 | 39'023 | 17'946 | 57'011 CHF | 26'869 CHF | 95.92% | 95.92% |
14.05.2024 | 1.38% | 1.34 CHF | 1.35 CHF | 40'000 | 30'000 | 40'647 | 18'383 | 52'038 CHF | 23'915 CHF | 97.90% | 97.90% |
13.05.2024 | 1.37% | 1.29 CHF | 1.30 CHF | 40'000 | 30'000 | 40'114 | 18'319 | 51'506 CHF | 23'802 CHF | 99.82% | 99.82% |
10.05.2024 | 1.40% | 1.20 CHF | 1.21 CHF | 50'000 | 30'000 | 42'327 | 18'194 | 53'581 CHF | 23'332 CHF | 98.68% | 98.68% |
08.05.2024 | 1.50% | 1.19 CHF | 1.20 CHF | 50'000 | 30'000 | 49'948 | 18'308 | 58'755 CHF | 21'852 CHF | 99.93% | 99.93% |
07.05.2024 | 1.46% | 1.29 CHF | 1.30 CHF | 40'000 | 30'000 | 49'049 | 18'320 | 59'547 CHF | 22'659 CHF | 99.76% | 99.76% |
06.05.2024 | 1.64% | 1.12 CHF | 1.13 CHF | 50'000 | 30'000 | 50'000 | 18'313 | 54'053 CHF | 20'226 CHF | 99.99% | 99.99% |
03.05.2024 | 2.71% | 0.93 CHF | 0.96 CHF | 6'000 | 6'000 | 48'555 | 11'773 | 40'075 CHF | 10'168 CHF | 95.06% | 95.06% |
02.05.2024 | 2.57% | 0.67 CHF | 0.68 CHF | 80'000 | 30'000 | 80'758 | 18'325 | 54'742 CHF | 12'579 CHF | 98.67% | 98.67% |