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 | 3.27% | 11.71 CHF | 11.91 CHF | 20'000 | 20'000 | 12'192 | 7'507 | 132'931 CHF | 85'301 CHF | 98.38% | 98.38% |
14.05.2024 | 3.45% | 10.41 CHF | 10.61 CHF | 20'000 | 20'000 | 12'211 | 7'538 | 123'776 CHF | 78'703 CHF | 97.71% | 97.71% |
13.05.2024 | 3.22% | 10.19 CHF | 10.39 CHF | 20'000 | 20'000 | 12'214 | 7'543 | 130'041 CHF | 80'771 CHF | 97.64% | 97.64% |
10.05.2024 | 3.45% | 10.17 CHF | 10.37 CHF | 20'000 | 20'000 | 12'132 | 7'412 | 123'800 CHF | 77'894 CHF | 98.54% | 98.54% |
08.05.2024 | 3.66% | 9.88 CHF | 10.08 CHF | 20'000 | 20'000 | 12'174 | 7'478 | 116'386 CHF | 73'739 CHF | 99.27% | 99.27% |
07.05.2024 | 3.46% | 10.09 CHF | 10.29 CHF | 20'000 | 20'000 | 12'167 | 7'467 | 123'128 CHF | 77'704 CHF | 99.49% | 99.49% |
06.05.2024 | 3.78% | 9.60 CHF | 9.80 CHF | 30'000 | 30'000 | 14'341 | 11'209 | 133'133 CHF | 107'391 CHF | 99.53% | 99.53% |
03.05.2024 | 3.25% | 8.86 CHF | 9.01 CHF | 30'000 | 30'000 | 14'329 | 11'194 | 120'401 CHF | 97'783 CHF | 99.28% | 99.28% |
02.05.2024 | 3.38% | 7.76 CHF | 7.91 CHF | 30'000 | 30'000 | 14'328 | 11'193 | 110'747 CHF | 88'673 CHF | 99.48% | 99.48% |
30.04.2024 | 4.04% | 8.03 CHF | 8.23 CHF | 30'000 | 30'000 | 14'336 | 11'203 | 122'546 CHF | 98'567 CHF | 99.53% | 99.53% |