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 | 1.41% | 5.09 CHF | 5.13 CHF | 30'000 | 30'000 | 18'219 | 11'360 | 91'826 CHF | 58'231 CHF | 98.88% | 98.88% |
15.05.2024 | 1.51% | 4.91 CHF | 4.95 CHF | 30'000 | 30'000 | 21'663 | 11'059 | 102'885 CHF | 53'663 CHF | 95.74% | 95.74% |
14.05.2024 | 1.56% | 4.66 CHF | 4.70 CHF | 30'000 | 30'000 | 21'722 | 10'132 | 100'928 CHF | 47'765 CHF | 91.58% | 91.58% |
13.05.2024 | 1.49% | 4.75 CHF | 4.79 CHF | 30'000 | 30'000 | 21'957 | 10'696 | 105'203 CHF | 51'888 CHF | 96.87% | 96.87% |
10.05.2024 | 1.49% | 4.75 CHF | 4.79 CHF | 30'000 | 30'000 | 22'126 | 11'104 | 105'439 CHF | 53'658 CHF | 98.64% | 98.64% |
08.05.2024 | 1.63% | 4.38 CHF | 4.42 CHF | 30'000 | 30'000 | 22'208 | 11'300 | 96'201 CHF | 49'676 CHF | 100.00% | 100.00% |
07.05.2024 | 1.67% | 4.28 CHF | 4.32 CHF | 30'000 | 30'000 | 22'208 | 11'300 | 94'571 CHF | 49'245 CHF | 100.00% | 100.00% |
06.05.2024 | 1.74% | 4.12 CHF | 4.16 CHF | 30'000 | 30'000 | 21'728 | 10'147 | 90'462 CHF | 42'965 CHF | 94.19% | 94.19% |
03.05.2024 | 1.91% | 3.99 CHF | 4.05 CHF | 6'000 | 6'000 | 14'990 | 5'524 | 59'988 CHF | 22'583 CHF | 97.27% | 97.27% |
02.05.2024 | 1.93% | 3.76 CHF | 3.80 CHF | 30'000 | 30'000 | 22'214 | 11'313 | 81'189 CHF | 42'083 CHF | 99.44% | 99.44% |