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 | 1.80% | 0.59 CHF | 0.60 CHF | 20'000 | 20'000 | 19'970 | 19'970 | 11'037 CHF | 11'237 CHF | 100.00% | 100.00% |
15.05.2024 | 2.02% | 0.54 CHF | 0.55 CHF | 20'000 | 20'000 | 19'964 | 19'964 | 9'824 CHF | 10'024 CHF | 100.00% | 100.00% |
14.05.2024 | 1.89% | 0.51 CHF | 0.52 CHF | 20'000 | 20'000 | 19'989 | 19'989 | 10'492 CHF | 10'692 CHF | 100.00% | 100.00% |
13.05.2024 | 1.82% | 0.57 CHF | 0.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 10'916 CHF | 11'116 CHF | 99.83% | 99.83% |
10.05.2024 | 3.05% | 0.63 CHF | 0.64 CHF | 30'000 | 30'000 | 27'290 | 27'290 | 15'287 CHF | 15'581 CHF | 100.00% | 100.00% |
08.05.2024 | 3.37% | 0.45 CHF | 0.47 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 13'174 CHF | 13'624 CHF | 98.93% | 98.93% |
07.05.2024 | 4.30% | 0.28 CHF | 0.30 CHF | 30'000 | 30'000 | 29'949 | 29'949 | 10'302 CHF | 10'752 CHF | 99.96% | 99.96% |
06.05.2024 | 3.73% | 0.41 CHF | 0.42 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 11'858 CHF | 12'308 CHF | 100.00% | 100.00% |
03.05.2024 | 3.64% | 0.42 CHF | 0.43 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 12'172 CHF | 12'622 CHF | 99.99% | 99.99% |
02.05.2024 | 3.56% | 0.39 CHF | 0.41 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 12'443 CHF | 12'893 CHF | 98.52% | 98.52% |