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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.87% | 3.65 CHF | 3.68 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'946 CHF | 34'773 CHF | 99.54% | 99.54% |
13.05.2024 | 0.88% | 3.29 CHF | 3.32 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 67'672 CHF | 34'136 CHF | 99.57% | 99.57% |
10.05.2024 | 0.87% | 3.37 CHF | 3.40 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 68'698 CHF | 34'649 CHF | 98.19% | 98.19% |
08.05.2024 | 0.83% | 3.56 CHF | 3.59 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 72'072 CHF | 36'336 CHF | 98.50% | 98.50% |
07.05.2024 | 0.84% | 3.65 CHF | 3.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 71'005 CHF | 71'605 CHF | 95.44% | 95.44% |
06.05.2024 | 1.05% | 3.04 CHF | 3.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 57'009 CHF | 57'609 CHF | 99.57% | 99.57% |
03.05.2024 | 0.79% | 2.50 CHF | 2.52 CHF | 20'000 | 20'000 | 23'859 | 20'000 | 60'189 CHF | 51'133 CHF | 89.40% | 89.40% |
02.05.2024 | 0.84% | 2.35 CHF | 2.37 CHF | 30'000 | 20'000 | 28'742 | 20'000 | 67'925 CHF | 47'814 CHF | 97.01% | 97.01% |
30.04.2024 | 1.29% | 2.26 CHF | 2.29 CHF | 30'000 | 20'000 | 29'987 | 20'000 | 69'299 CHF | 46'821 CHF | 99.47% | 99.47% |
29.04.2024 | 3.03% | 2.73 CHF | 2.83 CHF | 20'000 | 5'000 | 20'975 | 5'000 | 70'054 CHF | 17'873 CHF | 97.03% | 97.03% |