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 | 0.53% | 1.96 CHF | 1.97 CHF | 30'000 | 20'000 | 30'000 | 19'770 | 56'888 CHF | 37'677 CHF | 98.95% | 98.95% |
14.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 54'671 CHF | 36'647 CHF | 100.00% | 100.00% |
13.05.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 54'043 CHF | 18'114 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 1.77 CHF | 1.78 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 54'555 CHF | 18'285 CHF | 100.00% | 100.00% |
08.05.2024 | 0.55% | 1.87 CHF | 1.88 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 54'342 CHF | 18'214 CHF | 100.00% | 100.00% |
07.05.2024 | 0.90% | 1.77 CHF | 1.78 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'908 CHF | 17'459 CHF | 98.92% | 98.92% |
06.05.2024 | 1.01% | 1.70 CHF | 1.71 CHF | 30'000 | 10'000 | 29'867 | 9'973 | 51'115 CHF | 17'242 CHF | 100.00% | 100.00% |
03.05.2024 | 1.58% | 1.66 CHF | 1.69 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 8'445 CHF | 8'580 CHF | 98.63% | 98.63% |
02.05.2024 | 1.52% | 1.77 CHF | 1.80 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 9'042 CHF | 9'180 CHF | 99.00% | 99.00% |
30.04.2024 | 1.33% | 2.00 CHF | 2.03 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 10'228 CHF | 10'364 CHF | 100.00% | 100.00% |