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 | 1.46% | 1.20 CHF | 1.21 CHF | 50'000 | 30'000 | 50'000 | 18'345 | 60'542 CHF | 22'521 CHF | 99.02% | 99.02% |
15.05.2024 | 1.30% | 1.29 CHF | 1.30 CHF | 40'000 | 30'000 | 39'023 | 17'946 | 54'468 CHF | 25'124 CHF | 95.92% | 95.92% |
14.05.2024 | 1.17% | 1.47 CHF | 1.48 CHF | 40'000 | 30'000 | 40'000 | 18'358 | 60'138 CHF | 27'863 CHF | 97.68% | 97.68% |
13.05.2024 | 1.18% | 1.50 CHF | 1.51 CHF | 40'000 | 30'000 | 40'000 | 18'318 | 60'092 CHF | 27'843 CHF | 99.82% | 99.82% |
10.05.2024 | 1.17% | 1.56 CHF | 1.57 CHF | 40'000 | 30'000 | 40'000 | 18'129 | 60'982 CHF | 27'961 CHF | 98.14% | 98.14% |
08.05.2024 | 1.08% | 1.62 CHF | 1.63 CHF | 40'000 | 30'000 | 37'990 | 18'307 | 62'169 CHF | 30'281 CHF | 99.91% | 99.91% |
07.05.2024 | 1.07% | 1.59 CHF | 1.60 CHF | 40'000 | 30'000 | 39'098 | 18'320 | 64'414 CHF | 30'399 CHF | 99.76% | 99.76% |
06.05.2024 | 1.01% | 1.72 CHF | 1.73 CHF | 30'000 | 30'000 | 30'000 | 18'303 | 52'648 CHF | 32'298 CHF | 99.91% | 99.91% |
03.05.2024 | 1.25% | 1.86 CHF | 1.89 CHF | 6'000 | 6'000 | 21'784 | 11'732 | 43'550 CHF | 23'570 CHF | 95.64% | 95.64% |
02.05.2024 | 0.80% | 2.22 CHF | 2.23 CHF | 30'000 | 30'000 | 30'000 | 18'328 | 66'230 CHF | 40'965 CHF | 98.70% | 98.70% |