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 | 0.63% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 18'708 | 18'708 | 53'016 CHF | 53'282 CHF | 99.50% | 99.50% |
15.05.2024 | 0.75% | 2.73 CHF | 2.74 CHF | 50'000 | 50'000 | 18'690 | 18'690 | 46'508 CHF | 46'773 CHF | 99.18% | 99.18% |
14.05.2024 | 0.81% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 18'684 | 18'684 | 40'950 CHF | 41'215 CHF | 99.55% | 99.55% |
13.05.2024 | 0.80% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 37'452 | 37'452 | 81'625 CHF | 82'156 CHF | 99.08% | 99.08% |
10.05.2024 | 0.82% | 2.17 CHF | 2.18 CHF | 100'000 | 100'000 | 37'049 | 37'049 | 81'048 CHF | 81'576 CHF | 98.50% | 98.50% |
08.05.2024 | 0.80% | 2.23 CHF | 2.24 CHF | 50'000 | 50'000 | 18'688 | 18'688 | 42'110 CHF | 42'375 CHF | 99.50% | 99.50% |
07.05.2024 | 0.76% | 2.26 CHF | 2.27 CHF | 50'000 | 50'000 | 18'816 | 18'816 | 42'770 CHF | 43'036 CHF | 98.28% | 98.28% |
06.05.2024 | 0.82% | 2.40 CHF | 2.41 CHF | 100'000 | 100'000 | 37'544 | 37'544 | 85'078 CHF | 85'609 CHF | 98.27% | 98.27% |
03.05.2024 | 0.95% | 1.97 CHF | 1.98 CHF | 100'000 | 100'000 | 37'272 | 37'272 | 72'396 CHF | 72'925 CHF | 99.40% | 99.40% |
02.05.2024 | 1.06% | 1.73 CHF | 1.74 CHF | 100'000 | 100'000 | 37'625 | 37'625 | 62'714 CHF | 63'247 CHF | 98.14% | 98.14% |