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 | 0.65% | 2.65 CHF | 2.66 CHF | 25'000 | 25'000 | 18'662 | 18'662 | 49'586 CHF | 49'881 CHF | 99.35% | 99.35% |
15.05.2024 | 0.85% | 2.62 CHF | 2.64 CHF | 12'500 | 12'500 | 12'401 | 12'401 | 32'086 CHF | 32'360 CHF | 98.92% | 98.92% |
14.05.2024 | 0.81% | 2.56 CHF | 2.58 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 32'425 CHF | 32'690 CHF | 97.98% | 97.98% |
13.05.2024 | 0.56% | 1.96 CHF | 1.97 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 58'861 CHF | 49'326 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 1.89 CHF | 1.90 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 56'577 CHF | 47'430 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 1.85 CHF | 1.86 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 55'887 CHF | 46'838 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.87 CHF | 1.88 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'588 CHF | 44'922 CHF | 98.92% | 98.92% |
06.05.2024 | 0.59% | 1.79 CHF | 1.80 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'418 CHF | 44'777 CHF | 100.00% | 100.00% |
03.05.2024 | 0.59% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 51'239 CHF | 42'953 CHF | 98.10% | 98.10% |
02.05.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 40'000 | 25'000 | 32'026 | 25'000 | 53'928 CHF | 42'409 CHF | 99.12% | 99.12% |