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 | 1.59% | 1.25 CHF | 1.27 CHF | 100'000 | 20'000 | 20'000 | 20'000 | 25'010 CHF | 25'410 CHF | 64.31% | 99.51% |
15.05.2024 | 1.21% | 1.31 CHF | 1.46 CHF | 100'000 | 100'000 | 27'621 | 27'621 | 42'324 CHF | 42'781 CHF | 85.82% | 99.19% |
14.05.2024 | 1.04% | 1.65 CHF | 1.66 CHF | 100'000 | 100'000 | 37'366 | 37'366 | 63'375 CHF | 63'905 CHF | 99.56% | 99.56% |
13.05.2024 | 1.10% | 1.69 CHF | 1.77 CHF | 100'000 | 100'000 | 32'987 | 32'987 | 56'227 CHF | 56'725 CHF | 92.48% | 99.09% |
10.05.2024 | 1.04% | 1.72 CHF | 1.73 CHF | 100'000 | 100'000 | 37'357 | 37'357 | 63'486 CHF | 64'016 CHF | 99.84% | 99.84% |
08.05.2024 | 1.04% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 37'377 | 37'377 | 62'781 CHF | 63'311 CHF | 99.50% | 99.50% |
07.05.2024 | 1.09% | 1.67 CHF | 1.68 CHF | 100'000 | 100'000 | 37'629 | 37'629 | 62'467 CHF | 63'000 CHF | 98.30% | 98.30% |
06.05.2024 | 0.98% | 1.61 CHF | 1.62 CHF | 100'000 | 100'000 | 37'544 | 37'544 | 64'548 CHF | 65'079 CHF | 98.27% | 98.27% |
03.05.2024 | 0.82% | 2.03 CHF | 2.04 CHF | 50'000 | 50'000 | 18'609 | 18'609 | 38'554 CHF | 38'819 CHF | 99.32% | 99.32% |
02.05.2024 | 1.41% | 2.42 CHF | 2.44 CHF | 50'000 | 50'000 | 18'815 | 18'815 | 47'363 CHF | 47'895 CHF | 98.13% | 98.13% |