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 | 0.66% | 2.73 CHF | 2.74 CHF | 30'000 | 30'000 | 22'230 | 18'345 | 59'828 CHF | 49'675 CHF | 99.02% | 99.02% |
15.05.2024 | 0.78% | 2.54 CHF | 2.55 CHF | 30'000 | 30'000 | 29'286 | 17'936 | 69'137 CHF | 42'966 CHF | 95.73% | 95.73% |
14.05.2024 | 0.81% | 2.25 CHF | 2.26 CHF | 30'000 | 30'000 | 30'000 | 18'376 | 65'683 CHF | 40'594 CHF | 97.83% | 97.83% |
13.05.2024 | 0.81% | 2.20 CHF | 2.21 CHF | 30'000 | 30'000 | 30'000 | 18'319 | 65'654 CHF | 40'371 CHF | 99.82% | 99.82% |
10.05.2024 | 0.82% | 2.11 CHF | 2.12 CHF | 30'000 | 30'000 | 30'000 | 18'190 | 65'027 CHF | 39'689 CHF | 98.64% | 98.64% |
08.05.2024 | 0.85% | 2.10 CHF | 2.11 CHF | 30'000 | 30'000 | 30'000 | 18'308 | 62'489 CHF | 38'444 CHF | 99.93% | 99.93% |
07.05.2024 | 0.84% | 2.18 CHF | 2.19 CHF | 30'000 | 30'000 | 30'000 | 18'320 | 63'403 CHF | 39'118 CHF | 99.76% | 99.76% |
06.05.2024 | 0.90% | 2.01 CHF | 2.02 CHF | 30'000 | 30'000 | 30'000 | 18'313 | 59'203 CHF | 36'569 CHF | 99.99% | 99.99% |
03.05.2024 | 1.37% | 1.81 CHF | 1.84 CHF | 6'000 | 6'000 | 22'080 | 11'751 | 37'665 CHF | 20'435 CHF | 95.29% | 95.29% |
02.05.2024 | 1.15% | 1.52 CHF | 1.53 CHF | 40'000 | 30'000 | 40'000 | 18'324 | 61'040 CHF | 28'081 CHF | 98.66% | 98.66% |