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 | 1.83% | 13.31 CHF | 13.59 CHF | 7'472 | 2'500 | 7'392 | 2'500 | 110'540 CHF | 38'078 CHF | 88.56% | 88.56% |
15.05.2024 | 1.73% | 15.51 CHF | 15.75 CHF | 8'385 | 2'500 | 8'475 | 2'479 | 118'353 CHF | 35'214 CHF | 92.57% | 92.57% |
14.05.2024 | 2.07% | 13.22 CHF | 13.48 CHF | 1'250 | 1'250 | 1'250 | 1'250 | 15'193 CHF | 15'510 CHF | 99.99% | 99.99% |
13.05.2024 | 2.06% | 12.98 CHF | 13.26 CHF | 1'250 | 1'250 | 1'250 | 1'250 | 17'164 CHF | 17'521 CHF | 100.00% | 100.00% |
10.05.2024 | 1.52% | 14.18 CHF | 14.40 CHF | 1'250 | 1'250 | 4'670 | 1'745 | 65'091 CHF | 24'730 CHF | 83.72% | 83.72% |
08.05.2024 | 1.64% | 11.19 CHF | 11.38 CHF | 10'000 | 2'500 | 10'000 | 2'500 | 114'765 CHF | 29'165 CHF | 99.64% | 99.64% |
07.05.2024 | 1.83% | 10.60 CHF | 10.79 CHF | 10'000 | 2'500 | 10'000 | 2'500 | 101'636 CHF | 25'877 CHF | 97.06% | 97.06% |
06.05.2024 | 1.65% | 10.29 CHF | 10.45 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 97'717 CHF | 49'670 CHF | 100.00% | 100.00% |
03.05.2024 | 1.71% | 9.18 CHF | 9.33 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 87'280 CHF | 44'389 CHF | 97.85% | 97.85% |
02.05.2024 | 1.72% | 8.24 CHF | 8.38 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 80'916 CHF | 41'160 CHF | 99.33% | 99.33% |