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 | - | 2.20 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.64% |
15.05.2024 | - | 2.08 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.23% |
14.05.2024 | 1.29% | 2.02 CHF | 2.03 CHF | 50'000 | 50'000 | 34'364 | 30'454 | 68'053 CHF | 61'051 CHF | 99.23% | 99.23% |
13.05.2024 | 1.38% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 34'565 | 30'707 | 63'242 CHF | 56'863 CHF | 94.86% | 94.86% |
10.05.2024 | 1.29% | 1.95 CHF | 1.96 CHF | 50'000 | 50'000 | 34'263 | 30'329 | 67'708 CHF | 60'589 CHF | 98.58% | 98.58% |
08.05.2024 | 1.25% | 2.04 CHF | 2.05 CHF | 50'000 | 50'000 | 34'347 | 30'433 | 70'035 CHF | 62'738 CHF | 99.65% | 99.65% |
07.05.2024 | 1.30% | 2.08 CHF | 2.09 CHF | 50'000 | 50'000 | 34'346 | 30'433 | 68'133 CHF | 61'195 CHF | 99.65% | 99.65% |
06.05.2024 | 1.31% | 1.91 CHF | 1.92 CHF | 50'000 | 50'000 | 34'770 | 30'963 | 66'605 CHF | 59'995 CHF | 90.79% | 90.79% |
03.05.2024 | 1.64% | 1.79 CHF | 1.84 CHF | 5'000 | 5'000 | 28'013 | 24'096 | 53'659 CHF | 46'786 CHF | 99.55% | 99.55% |
02.05.2024 | 1.38% | 1.86 CHF | 1.87 CHF | 50'000 | 50'000 | 34'342 | 30'427 | 63'476 CHF | 56'962 CHF | 99.63% | 99.63% |