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 | 0.35% | 2.91 CHF | 2.92 CHF | 30'000 | 30'000 | 22'226 | 18'339 | 63'641 CHF | 52'700 CHF | 98.97% | 98.97% |
15.05.2024 | 0.48% | 2.65 CHF | 2.66 CHF | 30'000 | 30'000 | 28'906 | 18'045 | 69'078 CHF | 43'845 CHF | 97.89% | 97.89% |
14.05.2024 | 0.47% | 2.23 CHF | 2.24 CHF | 30'000 | 30'000 | 30'000 | 18'384 | 64'000 CHF | 39'497 CHF | 97.90% | 97.90% |
13.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 30'000 | 30'000 | 30'000 | 18'319 | 64'402 CHF | 39'470 CHF | 99.82% | 99.82% |
10.05.2024 | 0.47% | 2.03 CHF | 2.04 CHF | 30'000 | 30'000 | 30'000 | 18'193 | 63'504 CHF | 38'639 CHF | 98.66% | 98.66% |
08.05.2024 | 0.52% | 1.97 CHF | 1.98 CHF | 30'000 | 30'000 | 30'000 | 18'308 | 57'838 CHF | 35'519 CHF | 99.93% | 99.93% |
07.05.2024 | 0.51% | 2.07 CHF | 2.08 CHF | 30'000 | 30'000 | 30'000 | 18'320 | 58'474 CHF | 36'072 CHF | 99.76% | 99.76% |
06.05.2024 | 0.58% | 1.79 CHF | 1.80 CHF | 30'000 | 30'000 | 31'013 | 18'313 | 53'418 CHF | 32'015 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.47 CHF | 1.48 CHF | 40'000 | 30'000 | 45'825 | 18'430 | 60'208 CHF | 25'433 CHF | 95.49% | 95.49% |
02.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 60'000 | 30'000 | 62'722 | 18'347 | 54'327 CHF | 15'816 CHF | 98.85% | 98.85% |