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 | 2.44% | 1.65 CHF | 1.69 CHF | 40'000 | 25'000 | 37'899 | 25'000 | 62'519 CHF | 42'295 CHF | 99.13% | 99.13% |
13.05.2024 | 2.80% | 1.67 CHF | 1.71 CHF | 30'000 | 25'000 | 32'225 | 25'000 | 55'190 CHF | 44'175 CHF | 99.37% | 99.37% |
10.05.2024 | 3.02% | 1.91 CHF | 1.97 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 61'004 CHF | 41'915 CHF | 99.42% | 99.42% |
08.05.2024 | 2.90% | 2.55 CHF | 2.62 CHF | 20'000 | 20'000 | 23'459 | 20'000 | 58'793 CHF | 51'809 CHF | 98.83% | 98.83% |
07.05.2024 | 2.37% | 2.94 CHF | 3.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 59'412 CHF | 60'835 CHF | 97.06% | 97.06% |
06.05.2024 | 2.59% | 2.78 CHF | 2.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 57'146 CHF | 58'644 CHF | 100.00% | 100.00% |
03.05.2024 | 2.69% | 2.94 CHF | 3.01 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 57'218 CHF | 29'389 CHF | 97.92% | 97.92% |
02.05.2024 | 2.38% | 3.01 CHF | 3.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 59'325 CHF | 60'751 CHF | 99.40% | 99.40% |
30.04.2024 | 2.56% | 2.75 CHF | 2.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'355 CHF | 56'791 CHF | 99.37% | 99.37% |
29.04.2024 | 2.67% | 2.81 CHF | 2.89 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 57'111 CHF | 29'329 CHF | 75.34% | 75.34% |