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 | 0.84% | 1.99 CHF | 2.01 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'257 CHF | 48'956 CHF | 99.25% | 99.25% |
15.05.2024 | 0.78% | 1.95 CHF | 1.96 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 58'618 CHF | 49'137 CHF | 98.90% | 98.90% |
14.05.2024 | 0.80% | 1.92 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'879 CHF | 48'619 CHF | 95.83% | 95.83% |
13.05.2024 | 0.74% | 1.92 CHF | 1.94 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 57'964 CHF | 48'663 CHF | 91.37% | 91.37% |
10.05.2024 | 0.90% | 1.94 CHF | 1.96 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 53'671 CHF | 45'536 CHF | 100.00% | 100.00% |
08.05.2024 | 0.82% | 1.81 CHF | 1.82 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'060 CHF | 44'580 CHF | 100.00% | 100.00% |
07.05.2024 | 0.83% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'778 CHF | 45'189 CHF | 97.06% | 97.06% |
06.05.2024 | 0.91% | 1.74 CHF | 1.75 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 50'988 CHF | 42'881 CHF | 96.91% | 96.91% |
03.05.2024 | 0.89% | 1.66 CHF | 1.68 CHF | 40'000 | 25'000 | 32'308 | 25'000 | 54'080 CHF | 42'251 CHF | 97.92% | 97.92% |
02.05.2024 | 0.89% | 1.66 CHF | 1.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 83'061 CHF | 83'799 CHF | 99.40% | 99.40% |