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 | 0.55% | 2.58 CHF | 2.59 CHF | 35'000 | 35'000 | 34'561 | 34'561 | 87'814 CHF | 88'296 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 3.25 CHF | 3.26 CHF | 30'000 | 30'000 | 33'788 | 33'788 | 112'174 CHF | 112'673 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 3.57 CHF | 3.59 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 127'536 CHF | 128'011 CHF | 100.00% | 100.00% |
13.05.2024 | 0.45% | 3.26 CHF | 3.28 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 118'014 CHF | 118'542 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 3.49 CHF | 3.50 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 102'960 CHF | 103'441 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 3.83 CHF | 3.85 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 114'588 CHF | 115'116 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 3.87 CHF | 3.89 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'736 CHF | 101'211 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 4.17 CHF | 4.19 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 105'883 CHF | 106'370 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 4.41 CHF | 4.43 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 91'626 CHF | 92'061 CHF | 100.00% | 100.00% |
02.05.2024 | 0.42% | 4.81 CHF | 4.82 CHF | 30'000 | 30'000 | 26'749 | 26'749 | 115'928 CHF | 116'408 CHF | 100.00% | 100.00% |