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 | 0.32% | 3.21 CHF | 3.22 CHF | 30'000 | 30'000 | 22'230 | 18'345 | 70'337 CHF | 58'235 CHF | 99.02% | 99.02% |
15.05.2024 | 0.43% | 2.95 CHF | 2.96 CHF | 30'000 | 30'000 | 21'810 | 18'063 | 58'989 CHF | 49'276 CHF | 98.04% | 98.04% |
14.05.2024 | 0.41% | 2.52 CHF | 2.53 CHF | 30'000 | 30'000 | 30'000 | 18'383 | 72'910 CHF | 44'953 CHF | 97.89% | 97.89% |
13.05.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 30'000 | 30'000 | 29'888 | 18'318 | 73'012 CHF | 44'898 CHF | 99.82% | 99.82% |
10.05.2024 | 0.41% | 2.32 CHF | 2.33 CHF | 30'000 | 30'000 | 30'000 | 18'191 | 72'410 CHF | 44'036 CHF | 98.65% | 98.65% |
08.05.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 30'000 | 30'000 | 30'000 | 18'308 | 66'715 CHF | 40'935 CHF | 99.93% | 99.93% |
07.05.2024 | 0.44% | 2.36 CHF | 2.37 CHF | 30'000 | 30'000 | 30'000 | 18'320 | 67'357 CHF | 41'496 CHF | 99.76% | 99.76% |
06.05.2024 | 0.50% | 2.08 CHF | 2.09 CHF | 30'000 | 30'000 | 30'000 | 18'313 | 60'457 CHF | 37'334 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 1.76 CHF | 1.77 CHF | 30'000 | 30'000 | 36'677 | 18'446 | 58'402 CHF | 30'718 CHF | 95.51% | 95.51% |
02.05.2024 | 0.87% | 1.14 CHF | 1.15 CHF | 50'000 | 30'000 | 50'588 | 18'333 | 58'063 CHF | 20'898 CHF | 98.74% | 98.74% |