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 | 0.62% | 7.33 CHF | 7.44 CHF | 20'000 | 20'000 | 73'234 | 73'234 | 505'043 CHF | 506'445 CHF | 96.84% | 96.84% |
14.05.2024 | 0.17% | 6.61 CHF | 6.62 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 649'807 CHF | 650'823 CHF | 97.89% | 97.89% |
13.05.2024 | 0.19% | 6.36 CHF | 6.37 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 627'192 CHF | 628'214 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.38 CHF | 6.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 669'396 CHF | 670'396 CHF | 98.64% | 98.64% |
08.05.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 553'705 CHF | 554'705 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 558'240 CHF | 559'240 CHF | 99.90% | 99.90% |
06.05.2024 | 0.36% | 5.53 CHF | 5.54 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 502'342 CHF | 503'459 CHF | 99.99% | 99.99% |
03.05.2024 | 0.56% | 4.71 CHF | 4.72 CHF | 100'000 | 100'000 | 86'413 | 86'413 | 420'809 CHF | 422'013 CHF | 96.60% | 96.60% |
02.05.2024 | 0.35% | 5.01 CHF | 5.02 CHF | 100'000 | 100'000 | 94'485 | 94'485 | 451'670 CHF | 452'752 CHF | 99.34% | 99.34% |
30.04.2024 | 0.32% | 4.85 CHF | 4.86 CHF | 100'000 | 100'000 | 95'407 | 95'407 | 477'006 CHF | 478'075 CHF | 99.19% | 99.19% |