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 | 1.67% | 1.53 CHF | 1.54 CHF | 40'000 | 10'000 | 13'445 | 3'752 | 20'150 CHF | 5'680 CHF | 98.97% | 98.97% |
15.05.2024 | 2.28% | 1.34 CHF | 1.35 CHF | 40'000 | 10'000 | 14'153 | 3'698 | 17'005 CHF | 4'463 CHF | 95.92% | 95.92% |
14.05.2024 | 2.51% | 1.00 CHF | 1.01 CHF | 50'000 | 10'000 | 16'833 | 3'773 | 16'535 CHF | 3'760 CHF | 97.86% | 97.86% |
13.05.2024 | 2.47% | 0.98 CHF | 0.99 CHF | 60'000 | 10'000 | 16'826 | 3'738 | 16'729 CHF | 3'791 CHF | 99.99% | 99.99% |
10.05.2024 | 2.41% | 0.95 CHF | 0.96 CHF | 60'000 | 10'000 | 16'462 | 3'704 | 16'497 CHF | 3'794 CHF | 98.67% | 98.67% |
08.05.2024 | 2.67% | 0.85 CHF | 0.83 CHF | 6'500 | 10'000 | 13'831 | 4'613 | 11'176 CHF | 3'799 CHF | 49.61% | 99.99% |
07.05.2024 | 7.50% | 0.90 CHF | 0.95 CHF | 2'000 | 2'000 | 747 | 747 | 638 CHF | 681 CHF | 99.99% | 99.99% |
06.05.2024 | 9.23% | 0.72 CHF | 0.77 CHF | 2'000 | 2'000 | 747 | 747 | 522 CHF | 565 CHF | 99.99% | 99.99% |
03.05.2024 | 6.80% | 0.53 CHF | 0.58 CHF | 2'000 | 2'000 | 4'544 | 1'835 | 2'281 CHF | 1'009 CHF | 97.10% | 97.10% |
02.05.2024 | 5.95% | 0.40 CHF | 0.41 CHF | 30'000 | 10'000 | 11'118 | 3'706 | 4'341 CHF | 1'514 CHF | 98.89% | 98.89% |