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 | 2.03% | 2.70 CHF | 2.76 CHF | 15'000 | 15'000 | 14'988 | 14'988 | 44'117 CHF | 45'017 CHF | 100.00% | 100.00% |
15.05.2024 | 2.14% | 2.97 CHF | 3.03 CHF | 15'000 | 15'000 | 14'969 | 14'969 | 41'658 CHF | 42'558 CHF | 100.00% | 100.00% |
14.05.2024 | 2.52% | 2.47 CHF | 2.53 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 35'349 CHF | 36'249 CHF | 100.00% | 100.00% |
13.05.2024 | 2.36% | 2.26 CHF | 2.32 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 37'764 CHF | 38'664 CHF | 100.00% | 100.00% |
10.05.2024 | 2.25% | 2.54 CHF | 2.60 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 39'667 CHF | 40'567 CHF | 99.57% | 99.57% |
08.05.2024 | 2.70% | 2.16 CHF | 2.22 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 33'000 CHF | 33'900 CHF | 99.29% | 99.29% |
07.05.2024 | 2.43% | 2.49 CHF | 2.55 CHF | 15'000 | 15'000 | 14'990 | 14'990 | 36'665 CHF | 37'567 CHF | 100.00% | 100.00% |
06.05.2024 | 2.68% | 2.53 CHF | 2.59 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'396 CHF | 34'297 CHF | 100.00% | 100.00% |
03.05.2024 | 3.37% | 1.88 CHF | 1.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'350 CHF | 27'250 CHF | 99.85% | 99.85% |
02.05.2024 | 3.22% | 1.80 CHF | 1.86 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 27'709 CHF | 28'608 CHF | 99.97% | 99.97% |