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 | 1.04% | 1.80 CHF | 1.81 CHF | 30'000 | 30'000 | 30'000 | 13'383 | 53'947 CHF | 24'367 CHF | 96.72% | 96.72% |
15.05.2024 | 1.44% | 1.60 CHF | 1.61 CHF | 40'000 | 30'000 | 40'001 | 13'250 | 52'843 CHF | 18'368 CHF | 99.40% | 99.40% |
14.05.2024 | 1.72% | 1.20 CHF | 1.21 CHF | 50'000 | 30'000 | 49'814 | 13'297 | 54'497 CHF | 15'138 CHF | 98.65% | 98.65% |
13.05.2024 | 1.57% | 1.14 CHF | 1.15 CHF | 50'000 | 30'000 | 50'000 | 13'528 | 58'829 CHF | 15'812 CHF | 93.62% | 93.62% |
10.05.2024 | 1.54% | 1.21 CHF | 1.22 CHF | 50'000 | 30'000 | 49'184 | 13'155 | 60'067 CHF | 16'346 CHF | 97.28% | 98.32% |
08.05.2024 | 1.50% | 1.35 CHF | 1.36 CHF | 40'000 | 30'000 | 44'860 | 13'255 | 55'961 CHF | 17'021 CHF | 99.62% | 99.62% |
07.05.2024 | 1.47% | 1.28 CHF | 1.29 CHF | 40'000 | 30'000 | 40'767 | 13'286 | 51'604 CHF | 17'009 CHF | 99.13% | 99.13% |
06.05.2024 | 1.62% | 1.20 CHF | 1.21 CHF | 50'000 | 30'000 | 50'000 | 13'395 | 57'428 CHF | 15'824 CHF | 97.33% | 97.33% |
03.05.2024 | 1.85% | 1.06 CHF | 1.07 CHF | 50'000 | 30'000 | 55'979 | 13'327 | 56'946 CHF | 14'292 CHF | 96.58% | 96.58% |
02.05.2024 | 1.84% | 0.92 CHF | 0.93 CHF | 60'000 | 30'000 | 54'447 | 13'740 | 52'831 CHF | 13'080 CHF | 91.25% | 91.25% |