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 | 2.00% | 5.90 CHF | 6.02 CHF | 14'320 | 12'482 | 14'320 | 14'944 | 84'891 CHF | 90'382 CHF | 100.00% | 100.00% |
15.05.2024 | 1.99% | 5.96 CHF | 6.08 CHF | 14'320 | 14'150 | 14'320 | 14'153 | 82'091 CHF | 82'763 CHF | 100.00% | 100.00% |
14.05.2024 | 2.04% | 5.69 CHF | 5.81 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 81'687 CHF | 87'327 CHF | 100.00% | 100.00% |
13.05.2024 | 2.05% | 5.82 CHF | 5.94 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 82'897 CHF | 88'633 CHF | 100.00% | 100.00% |
10.05.2024 | 1.95% | 5.89 CHF | 6.01 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 87'221 CHF | 93'162 CHF | 100.00% | 100.00% |
08.05.2024 | 1.96% | 6.13 CHF | 6.25 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 86'840 CHF | 92'763 CHF | 100.00% | 100.00% |
07.05.2024 | 2.02% | 6.21 CHF | 6.34 CHF | 14'320 | 8'500 | 14'320 | 8'516 | 88'902 CHF | 53'949 CHF | 100.00% | 100.00% |
06.05.2024 | 2.02% | 6.12 CHF | 6.24 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 89'962 CHF | 96'161 CHF | 100.00% | 100.00% |
03.05.2024 | 1.98% | 6.20 CHF | 6.33 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 87'747 CHF | 93'755 CHF | 99.83% | 99.83% |
02.05.2024 | 1.97% | 6.11 CHF | 6.23 CHF | 14'320 | 15'000 | 14'320 | 15'000 | 86'572 CHF | 92'483 CHF | 100.00% | 100.00% |