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 | 0.52% | 1.90 CHF | 1.91 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 57'420 CHF | 19'240 CHF | 99.31% | 99.31% |
15.05.2024 | 0.56% | 1.86 CHF | 1.87 CHF | 30'000 | 20'000 | 30'000 | 19'770 | 53'782 CHF | 35'629 CHF | 98.95% | 98.95% |
14.05.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 30'000 | 20'000 | 30'006 | 20'000 | 51'594 CHF | 34'590 CHF | 99.99% | 99.99% |
13.05.2024 | 0.63% | 1.72 CHF | 1.73 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'019 CHF | 17'114 CHF | 100.00% | 100.00% |
10.05.2024 | 0.58% | 1.67 CHF | 1.68 CHF | 30'000 | 10'000 | 30'014 | 10'000 | 51'578 CHF | 17'285 CHF | 100.00% | 100.00% |
08.05.2024 | 0.58% | 1.77 CHF | 1.78 CHF | 30'000 | 10'000 | 30'000 | 10'000 | 51'342 CHF | 17'214 CHF | 100.00% | 100.00% |
07.05.2024 | 1.01% | 1.67 CHF | 1.68 CHF | 30'000 | 10'000 | 39'259 | 10'000 | 63'934 CHF | 16'459 CHF | 98.79% | 98.79% |
06.05.2024 | 1.08% | 1.60 CHF | 1.61 CHF | 40'000 | 10'000 | 39'813 | 9'973 | 64'156 CHF | 16'245 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 1.56 CHF | 1.59 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 7'945 CHF | 8'080 CHF | 98.61% | 98.61% |
02.05.2024 | 1.61% | 1.67 CHF | 1.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 8'542 CHF | 8'680 CHF | 99.01% | 99.01% |