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 | 2.35% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 21'011 CHF | 21'511 CHF | 99.76% | 99.76% |
15.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'861 CHF | 21'361 CHF | 100.00% | 100.00% |
14.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 20'491 CHF | 20'991 CHF | 100.00% | 100.00% |
13.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'515 CHF | 20'015 CHF | 100.00% | 100.00% |
10.05.2024 | 2.59% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'094 CHF | 19'594 CHF | 100.00% | 100.00% |
08.05.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'068 CHF | 19'568 CHF | 100.00% | 100.00% |
07.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'655 CHF | 19'155 CHF | 99.75% | 99.75% |
06.05.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 13'613 CHF | 14'113 CHF | 99.51% | 99.51% |
03.05.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 50'000 | 50'000 | 49'975 | 50'000 | 13'393 CHF | 13'900 CHF | 99.72% | 99.72% |
02.05.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'690 CHF | 12'190 CHF | 100.00% | 100.00% |