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 | 1.21% | 1.55 CHF | 1.56 CHF | 40'000 | 30'000 | 39'970 | 13'383 | 61'820 CHF | 20'998 CHF | 96.73% | 96.73% |
15.05.2024 | 1.80% | 1.35 CHF | 1.36 CHF | 40'000 | 30'000 | 49'439 | 13'069 | 52'626 CHF | 14'775 CHF | 98.35% | 99.40% |
14.05.2024 | 2.24% | 0.95 CHF | 0.96 CHF | 60'000 | 30'000 | 65'623 | 13'295 | 55'106 CHF | 11'788 CHF | 98.70% | 98.70% |
13.05.2024 | 1.99% | 0.89 CHF | 0.90 CHF | 60'000 | 30'000 | 60'520 | 13'528 | 55'933 CHF | 12'409 CHF | 93.63% | 93.63% |
10.05.2024 | 1.95% | 0.95 CHF | 0.96 CHF | 60'000 | 30'000 | 59'187 | 12'900 | 57'398 CHF | 12'797 CHF | 97.11% | 98.16% |
08.05.2024 | 1.88% | 1.10 CHF | 1.11 CHF | 50'000 | 30'000 | 55'675 | 13'255 | 55'368 CHF | 13'667 CHF | 99.63% | 99.63% |
07.05.2024 | 1.84% | 1.03 CHF | 1.04 CHF | 50'000 | 30'000 | 50'790 | 13'281 | 51'515 CHF | 13'663 CHF | 99.20% | 99.20% |
06.05.2024 | 2.08% | 0.95 CHF | 0.96 CHF | 60'000 | 30'000 | 60'000 | 13'395 | 53'841 CHF | 12'459 CHF | 97.34% | 97.34% |
03.05.2024 | 2.47% | 0.81 CHF | 0.82 CHF | 70'000 | 30'000 | 68'951 | 13'324 | 52'824 CHF | 10'943 CHF | 96.65% | 96.65% |
02.05.2024 | 2.48% | 0.67 CHF | 0.68 CHF | 80'000 | 30'000 | 74'246 | 13'721 | 53'159 CHF | 9'589 CHF | 91.18% | 91.18% |