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 | 1.89% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 39'548 | 39'548 | 21'178 CHF | 21'578 CHF | 100.00% | 100.00% |
15.05.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 40'000 | 40'000 | 39'927 | 39'927 | 20'161 CHF | 20'561 CHF | 99.01% | 99.01% |
14.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 39'125 | 39'125 | 20'603 CHF | 21'003 CHF | 100.00% | 100.00% |
13.05.2024 | 1.96% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 38'946 | 38'946 | 20'731 CHF | 21'131 CHF | 99.83% | 99.83% |
10.05.2024 | 2.97% | 0.57 CHF | 0.58 CHF | 40'000 | 40'000 | 37'372 | 37'372 | 20'218 CHF | 20'617 CHF | 98.81% | 98.81% |
08.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 49'611 | 49'611 | 23'546 CHF | 24'046 CHF | 97.82% | 97.82% |
07.05.2024 | 2.29% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 49'915 | 49'915 | 21'692 CHF | 22'192 CHF | 99.12% | 99.12% |
06.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'974 CHF | 23'474 CHF | 100.00% | 100.00% |
03.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'055 CHF | 23'555 CHF | 99.99% | 99.99% |
02.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'947 CHF | 23'447 CHF | 98.51% | 98.51% |