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 | 1.53% | 1.95 CHF | 1.96 CHF | 30'000 | 20'000 | 24'877 | 16'847 | 48'518 CHF | 33'085 CHF | 99.00% | 99.00% |
15.05.2024 | 2.58% | 1.82 CHF | 1.93 CHF | 4'000 | 4'000 | 27'356 | 14'653 | 44'247 CHF | 24'013 CHF | 96.78% | 96.78% |
14.05.2024 | 0.77% | 1.48 CHF | 1.49 CHF | 40'000 | 20'000 | 39'528 | 19'790 | 57'442 CHF | 28'961 CHF | 97.89% | 97.89% |
13.05.2024 | 0.87% | 1.35 CHF | 1.36 CHF | 40'000 | 20'000 | 39'326 | 19'700 | 53'315 CHF | 26'911 CHF | 100.00% | 100.00% |
10.05.2024 | 0.66% | 1.36 CHF | 1.37 CHF | 40'000 | 20'000 | 40'000 | 20'000 | 60'785 CHF | 30'593 CHF | 98.67% | 98.67% |
08.05.2024 | 1.06% | 1.01 CHF | 1.02 CHF | 50'000 | 20'000 | 58'568 | 19'983 | 55'158 CHF | 19'058 CHF | 100.00% | 100.00% |
07.05.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 60'000 | 20'000 | 57'097 | 19'967 | 55'229 CHF | 19'566 CHF | 99.93% | 99.94% |
06.05.2024 | 2.10% | 0.95 CHF | 0.96 CHF | 60'000 | 20'000 | 54'402 | 18'430 | 49'396 CHF | 16'964 CHF | 99.99% | 99.99% |
03.05.2024 | 4.72% | 0.54 CHF | 0.55 CHF | 100'000 | 20'000 | 71'201 | 17'277 | 43'831 CHF | 10'871 CHF | 96.33% | 96.33% |
02.05.2024 | 2.95% | 0.67 CHF | 0.68 CHF | 80'000 | 20'000 | 89'280 | 18'893 | 49'253 CHF | 10'803 CHF | 99.35% | 99.35% |