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 | 0.78% | 1.90 CHF | 1.91 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'284 CHF | 48'952 CHF | 99.25% | 99.25% |
15.05.2024 | 0.80% | 1.94 CHF | 1.95 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 57'947 CHF | 48'583 CHF | 98.73% | 98.73% |
14.05.2024 | 0.85% | 1.96 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'690 CHF | 49'325 CHF | 95.83% | 95.83% |
13.05.2024 | 0.81% | 1.96 CHF | 1.98 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'701 CHF | 49'317 CHF | 91.37% | 91.37% |
10.05.2024 | 0.88% | 1.95 CHF | 1.97 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 55'980 CHF | 47'478 CHF | 100.00% | 100.00% |
08.05.2024 | 0.67% | 2.16 CHF | 2.18 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'947 CHF | 55'327 CHF | 100.00% | 100.00% |
07.05.2024 | 0.68% | 2.22 CHF | 2.23 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 65'223 CHF | 54'726 CHF | 97.06% | 97.06% |
06.05.2024 | 0.65% | 2.23 CHF | 2.25 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'008 CHF | 57'046 CHF | 96.91% | 96.91% |
03.05.2024 | 0.65% | 2.31 CHF | 2.32 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 68'849 CHF | 57'749 CHF | 97.92% | 97.92% |
02.05.2024 | 0.66% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 115'439 CHF | 116'200 CHF | 99.07% | 99.07% |