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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.59% | 1.77 CHF | 1.78 CHF | 30'000 | 20'000 | 30'062 | 19'770 | 51'440 CHF | 34'017 CHF | 98.95% | 98.95% |
14.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 39'541 | 20'000 | 64'757 CHF | 32'963 CHF | 99.69% | 99.69% |
13.05.2024 | 0.65% | 1.63 CHF | 1.64 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 64'642 CHF | 16'266 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 1.58 CHF | 1.59 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 65'308 CHF | 16'427 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 1.68 CHF | 1.69 CHF | 30'000 | 10'000 | 39'892 | 10'000 | 64'875 CHF | 16'364 CHF | 100.00% | 100.00% |
07.05.2024 | 1.10% | 1.58 CHF | 1.59 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 61'765 CHF | 15'612 CHF | 98.92% | 98.92% |
06.05.2024 | 1.15% | 1.51 CHF | 1.53 CHF | 40'000 | 10'000 | 39'813 | 9'973 | 60'755 CHF | 15'396 CHF | 100.00% | 100.00% |
03.05.2024 | 1.81% | 1.48 CHF | 1.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'518 CHF | 7'656 CHF | 98.45% | 98.45% |
02.05.2024 | 1.67% | 1.59 CHF | 1.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 8'119 CHF | 8'256 CHF | 99.07% | 99.07% |
30.04.2024 | 1.47% | 1.82 CHF | 1.84 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 9'301 CHF | 9'439 CHF | 100.00% | 100.00% |