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 | 3.23% | 0.28 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 24'987 | 7'619 CHF | 7'865 CHF | 100.00% | 100.00% |
14.05.2024 | 3.52% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'996 CHF | 7'246 CHF | 100.00% | 100.00% |
13.05.2024 | 3.91% | 0.31 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'368 CHF | 6'618 CHF | 100.00% | 100.00% |
10.05.2024 | 6.32% | 0.17 CHF | 0.18 CHF | 25'000 | 25'000 | 24'983 | 25'000 | 3'847 CHF | 4'100 CHF | 100.00% | 100.00% |
08.05.2024 | 5.78% | 0.16 CHF | 0.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 4'209 CHF | 4'459 CHF | 100.00% | 100.00% |
07.05.2024 | 4.59% | 0.20 CHF | 0.21 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'351 CHF | 5'601 CHF | 98.55% | 98.62% |
06.05.2024 | 4.20% | 0.25 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'843 CHF | 6'093 CHF | 99.52% | 99.52% |
03.05.2024 | 4.24% | 0.23 CHF | 0.24 CHF | 25'000 | 25'000 | 24'997 | 25'000 | 5'774 CHF | 6'025 CHF | 99.72% | 99.72% |
02.05.2024 | 3.67% | 0.26 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'704 CHF | 6'954 CHF | 100.00% | 100.00% |
30.04.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 25'000 | 25'000 | 25'000 | 24'996 | 7'340 CHF | 7'588 CHF | 98.88% | 98.88% |