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 | 1.50% | 6.18 CHF | 6.27 CHF | 10'000 | 5'000 | 10'000 | 4'944 | 61'763 CHF | 30'992 CHF | 98.95% | 98.95% |
14.05.2024 | 1.39% | 6.17 CHF | 6.25 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 57'444 CHF | 29'123 CHF | 97.27% | 97.27% |
13.05.2024 | 1.50% | 5.25 CHF | 5.32 CHF | 10'000 | 5'000 | 18'270 | 5'000 | 89'789 CHF | 25'039 CHF | 100.00% | 100.00% |
10.05.2024 | 1.45% | 4.95 CHF | 5.03 CHF | 20'000 | 5'000 | 15'444 | 5'000 | 76'706 CHF | 25'308 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 4.85 CHF | 4.92 CHF | 20'000 | 5'000 | 17'326 | 5'000 | 85'811 CHF | 25'207 CHF | 100.00% | 100.00% |
07.05.2024 | 1.47% | 4.84 CHF | 4.91 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 92'763 CHF | 23'534 CHF | 99.98% | 99.98% |
06.05.2024 | 1.35% | 4.60 CHF | 4.66 CHF | 20'000 | 5'000 | 19'907 | 4'987 | 89'446 CHF | 22'709 CHF | 100.00% | 100.00% |
03.05.2024 | 2.05% | 4.06 CHF | 4.14 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 10'191 CHF | 10'401 CHF | 98.55% | 98.55% |
02.05.2024 | 1.83% | 4.26 CHF | 4.33 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 10'111 CHF | 10'297 CHF | 99.11% | 99.11% |
30.04.2024 | 1.80% | 3.59 CHF | 3.66 CHF | 2'500 | 2'500 | 2'500 | 2'500 | 11'149 CHF | 11'343 CHF | 99.97% | 99.97% |