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 | 1.42% | 2.03 CHF | 2.06 CHF | 10'000 | 10'000 | 9'987 | 9'987 | 20'997 CHF | 21'297 CHF | 100.00% | 100.00% |
15.05.2024 | 1.52% | 2.04 CHF | 2.07 CHF | 10'000 | 10'000 | 9'983 | 9'983 | 19'635 CHF | 19'935 CHF | 99.81% | 99.81% |
14.05.2024 | 1.68% | 1.85 CHF | 1.88 CHF | 20'000 | 20'000 | 19'989 | 19'989 | 35'419 CHF | 36'019 CHF | 99.97% | 99.97% |
13.05.2024 | 1.66% | 1.77 CHF | 1.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 17'907 CHF | 18'207 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 1.88 CHF | 1.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'574 CHF | 38'174 CHF | 100.00% | 100.00% |
08.05.2024 | 1.66% | 1.76 CHF | 1.79 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'767 CHF | 36'367 CHF | 99.08% | 99.08% |
07.05.2024 | 1.72% | 1.79 CHF | 1.82 CHF | 20'000 | 20'000 | 19'970 | 19'970 | 34'703 CHF | 35'303 CHF | 99.94% | 99.94% |
06.05.2024 | 1.87% | 1.63 CHF | 1.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'847 CHF | 32'447 CHF | 100.00% | 100.00% |
03.05.2024 | 1.95% | 1.54 CHF | 1.57 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 30'484 CHF | 31'084 CHF | 99.65% | 99.65% |
02.05.2024 | 2.07% | 1.41 CHF | 1.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 28'710 CHF | 29'310 CHF | 99.99% | 99.99% |