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 | 0.76% | 2.21 CHF | 2.22 CHF | 30'000 | 25'000 | 21'126 | 18'662 | 46'972 CHF | 41'771 CHF | 99.35% | 99.35% |
15.05.2024 | 1.02% | 2.18 CHF | 2.20 CHF | 12'500 | 12'500 | 12'399 | 12'399 | 26'693 CHF | 26'965 CHF | 98.95% | 98.95% |
14.05.2024 | 0.98% | 2.12 CHF | 2.15 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 27'004 CHF | 27'271 CHF | 97.99% | 97.99% |
13.05.2024 | 0.68% | 1.53 CHF | 1.54 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 61'261 CHF | 38'551 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 1.46 CHF | 1.47 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 58'227 CHF | 36'655 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.42 CHF | 1.43 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 57'316 CHF | 36'088 CHF | 100.00% | 100.00% |
07.05.2024 | 0.73% | 1.44 CHF | 1.45 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'277 CHF | 34'173 CHF | 98.81% | 98.81% |
06.05.2024 | 0.86% | 1.36 CHF | 1.37 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 54'031 CHF | 34'060 CHF | 100.00% | 100.00% |
03.05.2024 | 0.92% | 1.33 CHF | 1.34 CHF | 40'000 | 25'000 | 40'139 | 25'000 | 51'311 CHF | 32'256 CHF | 97.81% | 97.81% |
02.05.2024 | 0.79% | 1.22 CHF | 1.23 CHF | 50'000 | 25'000 | 42'555 | 25'000 | 53'442 CHF | 31'692 CHF | 98.94% | 98.94% |