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 | 1.13% | 13.63 CHF | 13.78 CHF | 8'743 | 5'000 | 8'740 | 4'944 | 120'564 CHF | 68'968 CHF | 98.93% | 98.93% |
14.05.2024 | 1.24% | 13.22 CHF | 13.37 CHF | 8'944 | 5'000 | 8'880 | 4'936 | 108'543 CHF | 61'108 CHF | 99.97% | 99.97% |
13.05.2024 | 1.17% | 12.70 CHF | 12.85 CHF | 9'072 | 5'000 | 9'063 | 5'000 | 115'207 CHF | 64'308 CHF | 99.76% | 99.76% |
10.05.2024 | 1.06% | 12.66 CHF | 12.80 CHF | 9'950 | 5'000 | 9'939 | 5'000 | 126'610 CHF | 64'370 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 11.43 CHF | 11.56 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 116'112 CHF | 58'734 CHF | 100.00% | 100.00% |
07.05.2024 | 1.07% | 11.57 CHF | 11.69 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 114'568 CHF | 57'902 CHF | 98.92% | 98.92% |
06.05.2024 | 1.06% | 10.44 CHF | 10.55 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 104'264 CHF | 52'685 CHF | 100.00% | 100.00% |
03.05.2024 | 1.06% | 9.35 CHF | 9.45 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 93'092 CHF | 70'565 CHF | 98.41% | 98.41% |
02.05.2024 | 1.22% | 8.51 CHF | 8.62 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 89'453 CHF | 67'910 CHF | 99.09% | 99.09% |
30.04.2024 | 1.19% | 9.26 CHF | 9.37 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 94'839 CHF | 47'985 CHF | 100.00% | 100.00% |