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 | 1.13% | 4.16 CHF | 4.27 CHF | 20'000 | 20'000 | 73'245 | 73'245 | 272'887 CHF | 274'288 CHF | 96.82% | 96.82% |
14.05.2024 | 0.33% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 335'303 CHF | 336'318 CHF | 97.89% | 97.89% |
13.05.2024 | 0.37% | 3.18 CHF | 3.19 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 314'459 CHF | 315'481 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.21 CHF | 3.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 351'822 CHF | 352'822 CHF | 98.68% | 98.68% |
08.05.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'530 CHF | 236'530 CHF | 100.00% | 100.00% |
07.05.2024 | 0.42% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'617 CHF | 241'617 CHF | 99.94% | 99.94% |
06.05.2024 | 0.84% | 2.36 CHF | 2.37 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 210'336 CHF | 211'454 CHF | 99.99% | 99.99% |
03.05.2024 | 1.68% | 1.54 CHF | 1.55 CHF | 100'000 | 100'000 | 86'478 | 86'478 | 146'634 CHF | 147'837 CHF | 96.48% | 96.48% |
02.05.2024 | 1.05% | 1.81 CHF | 1.82 CHF | 100'000 | 100'000 | 94'464 | 94'464 | 149'923 CHF | 151'006 CHF | 99.32% | 99.32% |
30.04.2024 | 0.88% | 1.64 CHF | 1.65 CHF | 100'000 | 100'000 | 95'404 | 95'404 | 172'157 CHF | 173'226 CHF | 99.17% | 99.17% |