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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.27% | 2.38 CHF | 2.41 CHF | 50'000 | 50'000 | 18'687 | 18'687 | 44'545 CHF | 45'340 CHF | 99.61% | 99.61% |
14.05.2024 | 2.21% | 2.42 CHF | 2.45 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 45'154 CHF | 45'949 CHF | 99.63% | 99.63% |
13.05.2024 | 2.37% | 2.25 CHF | 2.28 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 41'576 CHF | 42'372 CHF | 99.61% | 99.61% |
10.05.2024 | 2.27% | 2.19 CHF | 2.22 CHF | 50'000 | 50'000 | 18'527 | 18'527 | 43'699 CHF | 44'491 CHF | 98.57% | 98.57% |
08.05.2024 | 2.56% | 2.40 CHF | 2.43 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 41'363 CHF | 42'158 CHF | 99.63% | 99.63% |
07.05.2024 | 2.84% | 2.07 CHF | 2.10 CHF | 50'000 | 50'000 | 18'727 | 18'727 | 35'431 CHF | 36'228 CHF | 99.16% | 99.16% |
06.05.2024 | 2.28% | 1.77 CHF | 1.79 CHF | 100'000 | 100'000 | 37'369 | 37'369 | 60'676 CHF | 61'737 CHF | 99.61% | 99.61% |
03.05.2024 | 2.74% | 1.44 CHF | 1.46 CHF | 100'000 | 100'000 | 37'147 | 37'147 | 50'575 CHF | 51'632 CHF | 99.27% | 99.27% |
02.05.2024 | 3.15% | 1.25 CHF | 1.27 CHF | 100'000 | 100'000 | 37'370 | 37'370 | 43'202 CHF | 44'263 CHF | 99.62% | 99.62% |
30.04.2024 | 2.97% | 1.10 CHF | 1.12 CHF | 100'000 | 100'000 | 37'342 | 37'342 | 43'666 CHF | 44'726 CHF | 99.55% | 99.55% |