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 | 0.56% | 2.43 CHF | 2.45 CHF | 15'000 | 15'000 | 14'877 | 14'877 | 34'558 CHF | 34'754 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 2.34 CHF | 2.35 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 35'247 CHF | 35'429 CHF | 100.00% | 100.00% |
14.05.2024 | 0.52% | 2.28 CHF | 2.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'536 CHF | 34'715 CHF | 100.00% | 100.00% |
13.05.2024 | 0.53% | 2.29 CHF | 2.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 34'460 CHF | 34'642 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 2.32 CHF | 2.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 33'831 CHF | 33'992 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 2.06 CHF | 2.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'738 CHF | 39'943 CHF | 100.00% | 100.00% |
07.05.2024 | 0.50% | 1.96 CHF | 1.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 40'655 CHF | 40'857 CHF | 100.00% | 100.00% |
06.05.2024 | 0.54% | 1.92 CHF | 1.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'283 CHF | 37'483 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 1.80 CHF | 1.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'404 CHF | 36'604 CHF | 100.00% | 100.00% |
02.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 20'000 | 20'000 | 16'771 | 16'771 | 30'089 CHF | 30'257 CHF | 98.72% | 98.72% |