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 | 0.36% | 2.79 CHF | 2.80 CHF | 30'000 | 30'000 | 22'230 | 18'345 | 60'895 CHF | 50'441 CHF | 99.02% | 99.02% |
15.05.2024 | 0.51% | 2.53 CHF | 2.54 CHF | 30'000 | 30'000 | 29'303 | 18'067 | 66'435 CHF | 41'661 CHF | 98.08% | 98.08% |
14.05.2024 | 0.50% | 2.10 CHF | 2.11 CHF | 30'000 | 30'000 | 30'000 | 18'383 | 60'266 CHF | 37'208 CHF | 97.90% | 97.90% |
13.05.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 30'000 | 30'000 | 30'000 | 18'319 | 60'666 CHF | 37'189 CHF | 99.82% | 99.82% |
10.05.2024 | 0.50% | 1.90 CHF | 1.91 CHF | 30'000 | 30'000 | 30'000 | 18'194 | 59'784 CHF | 36'385 CHF | 98.68% | 98.68% |
08.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 30'000 | 30'000 | 31'001 | 18'308 | 55'877 CHF | 33'309 CHF | 99.93% | 99.93% |
07.05.2024 | 0.55% | 1.94 CHF | 1.95 CHF | 30'000 | 30'000 | 30'000 | 18'320 | 54'886 CHF | 33'878 CHF | 99.76% | 99.76% |
06.05.2024 | 0.62% | 1.67 CHF | 1.68 CHF | 30'000 | 30'000 | 38'228 | 18'313 | 61'080 CHF | 29'755 CHF | 99.99% | 99.99% |
03.05.2024 | 0.84% | 1.36 CHF | 1.37 CHF | 40'000 | 30'000 | 46'675 | 18'443 | 55'549 CHF | 23'205 CHF | 95.55% | 95.55% |
02.05.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 70'000 | 30'000 | 73'379 | 18'338 | 54'508 CHF | 13'556 CHF | 98.78% | 98.78% |