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 | 0.71% | 2.44 CHF | 2.45 CHF | 30'000 | 25'000 | 21'126 | 18'662 | 51'724 CHF | 45'981 CHF | 99.35% | 99.35% |
15.05.2024 | 0.92% | 2.41 CHF | 2.43 CHF | 12'500 | 12'500 | 12'399 | 12'399 | 29'492 CHF | 29'763 CHF | 98.95% | 98.95% |
14.05.2024 | 0.91% | 2.35 CHF | 2.37 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 29'804 CHF | 30'078 CHF | 97.97% | 97.97% |
13.05.2024 | 0.66% | 1.75 CHF | 1.76 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'680 CHF | 44'191 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.69 CHF | 1.70 CHF | 30'000 | 25'000 | 31'565 | 25'000 | 52'994 CHF | 42'297 CHF | 100.00% | 100.00% |
08.05.2024 | 0.70% | 1.64 CHF | 1.65 CHF | 40'000 | 25'000 | 35'889 | 25'000 | 59'417 CHF | 41'726 CHF | 100.00% | 100.00% |
07.05.2024 | 0.72% | 1.67 CHF | 1.68 CHF | 30'000 | 25'000 | 39'890 | 25'000 | 63'059 CHF | 39'811 CHF | 98.16% | 98.16% |
06.05.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 63'052 CHF | 39'671 CHF | 100.00% | 100.00% |
03.05.2024 | 0.76% | 1.55 CHF | 1.56 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 60'111 CHF | 37'857 CHF | 98.18% | 98.18% |
02.05.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 59'295 CHF | 37'325 CHF | 99.12% | 99.12% |