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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.13% | 2.02 CHF | 2.08 CHF | 12'500 | 12'500 | 26'250 | 22'271 | 53'726 CHF | 46'525 CHF | 99.30% | 99.30% |
14.05.2024 | 1.56% | 2.17 CHF | 2.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 109'205 CHF | 110'927 CHF | 99.51% | 99.51% |
13.05.2024 | 1.59% | 1.83 CHF | 1.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 89'091 CHF | 90'514 CHF | 100.00% | 100.00% |
10.05.2024 | 2.22% | 1.72 CHF | 1.76 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'817 CHF | 45'855 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 2.25 CHF | 2.30 CHF | 30'000 | 25'000 | 29'033 | 25'000 | 68'397 CHF | 60'244 CHF | 100.00% | 100.00% |
07.05.2024 | 1.85% | 2.54 CHF | 2.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 70'942 CHF | 72'266 CHF | 97.06% | 97.06% |
06.05.2024 | 2.14% | 3.02 CHF | 3.09 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'063 CHF | 66'471 CHF | 100.00% | 100.00% |
03.05.2024 | 1.96% | 3.91 CHF | 3.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'510 CHF | 74'959 CHF | 97.81% | 97.81% |
02.05.2024 | 1.78% | 4.00 CHF | 4.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'040 CHF | 78'420 CHF | 99.39% | 99.39% |
30.04.2024 | 1.75% | 3.82 CHF | 3.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'947 CHF | 75'249 CHF | 99.71% | 99.71% |