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 | 0.67% | 2.55 CHF | 2.56 CHF | 25'000 | 25'000 | 18'660 | 18'660 | 47'843 CHF | 48'133 CHF | 99.33% | 99.33% |
15.05.2024 | 0.90% | 2.52 CHF | 2.55 CHF | 12'500 | 12'500 | 12'399 | 12'399 | 30'924 CHF | 31'203 CHF | 98.95% | 98.95% |
14.05.2024 | 0.87% | 2.47 CHF | 2.49 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 31'282 CHF | 31'554 CHF | 97.98% | 97.98% |
13.05.2024 | 0.61% | 1.87 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'212 CHF | 47'132 CHF | 100.00% | 100.00% |
10.05.2024 | 0.64% | 1.80 CHF | 1.82 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'948 CHF | 45'247 CHF | 100.00% | 100.00% |
08.05.2024 | 0.64% | 1.76 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'267 CHF | 44'672 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.78 CHF | 1.79 CHF | 30'000 | 25'000 | 30'081 | 25'000 | 51'150 CHF | 42'763 CHF | 98.16% | 98.16% |
06.05.2024 | 0.62% | 1.70 CHF | 1.71 CHF | 30'000 | 25'000 | 30'854 | 25'000 | 52'242 CHF | 42'622 CHF | 100.00% | 100.00% |
03.05.2024 | 0.64% | 1.67 CHF | 1.68 CHF | 30'000 | 25'000 | 39'042 | 25'000 | 63'294 CHF | 40'822 CHF | 98.41% | 98.41% |
02.05.2024 | 0.74% | 1.57 CHF | 1.58 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 64'020 CHF | 40'309 CHF | 99.13% | 99.13% |