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 | 2.07% | 4.78 CHF | 4.88 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 95'683 CHF | 48'842 CHF | 99.51% | 99.51% |
15.05.2024 | 2.36% | 4.40 CHF | 4.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 83'822 CHF | 85'822 CHF | 99.42% | 99.42% |
14.05.2024 | 2.34% | 4.14 CHF | 4.24 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 84'568 CHF | 43'284 CHF | 99.38% | 99.38% |
13.05.2024 | 2.22% | 4.46 CHF | 4.56 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 89'152 CHF | 45'576 CHF | 99.49% | 99.49% |
10.05.2024 | 2.20% | 4.38 CHF | 4.48 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 89'856 CHF | 45'928 CHF | 98.15% | 98.15% |
08.05.2024 | 2.24% | 4.43 CHF | 4.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 88'478 CHF | 90'478 CHF | 99.53% | 99.53% |
07.05.2024 | 2.61% | 4.10 CHF | 4.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 75'866 CHF | 77'866 CHF | 99.54% | 99.54% |
06.05.2024 | 2.84% | 3.59 CHF | 3.69 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 69'507 CHF | 71'507 CHF | 99.49% | 99.49% |
03.05.2024 | 2.92% | 3.43 CHF | 3.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 67'604 CHF | 69'604 CHF | 99.20% | 99.20% |
02.05.2024 | 3.04% | 3.24 CHF | 3.34 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 64'900 CHF | 66'900 CHF | 99.42% | 99.42% |