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 | 0.49% | 2.08 CHF | 2.09 CHF | 30'000 | 30'000 | 30'000 | 18'350 | 60'831 CHF | 37'541 CHF | 98.88% | 98.88% |
15.05.2024 | 0.59% | 1.95 CHF | 1.96 CHF | 30'000 | 30'000 | 29'301 | 18'040 | 51'926 CHF | 32'526 CHF | 97.85% | 97.85% |
14.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40'000 | 30'000 | 38'943 | 18'374 | 63'896 CHF | 30'391 CHF | 97.82% | 97.82% |
13.05.2024 | 0.57% | 1.73 CHF | 1.74 CHF | 30'000 | 30'000 | 30'000 | 18'312 | 52'132 CHF | 32'078 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 30'000 | 30'000 | 30'285 | 18'193 | 51'494 CHF | 31'168 CHF | 98.66% | 98.66% |
08.05.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 50'000 | 30'000 | 50'000 | 18'313 | 58'160 CHF | 21'544 CHF | 100.00% | 100.00% |
07.05.2024 | 0.84% | 1.23 CHF | 1.24 CHF | 50'000 | 30'000 | 49'703 | 18'313 | 59'153 CHF | 22'100 CHF | 100.00% | 100.00% |
06.05.2024 | 0.92% | 1.05 CHF | 1.06 CHF | 50'000 | 30'000 | 50'000 | 18'313 | 54'314 CHF | 20'125 CHF | 100.00% | 100.00% |
03.05.2024 | 1.12% | 0.89 CHF | 0.90 CHF | 60'000 | 30'000 | 59'938 | 18'362 | 53'251 CHF | 16'830 CHF | 97.10% | 97.10% |
02.05.2024 | 2.18% | 0.51 CHF | 0.52 CHF | 100'000 | 30'000 | 115'527 | 18'311 | 52'334 CHF | 8'436 CHF | 99.20% | 99.20% |