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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.92% | 1.00 CHF | 1.01 CHF | 50'000 | 30'000 | 42'103 | 18'066 | 52'901 CHF | 22'544 CHF | 98.06% | 98.06% |
14.05.2024 | 0.65% | 1.45 CHF | 1.46 CHF | 40'000 | 30'000 | 40'000 | 18'381 | 61'730 CHF | 28'442 CHF | 97.88% | 97.88% |
13.05.2024 | 0.65% | 1.52 CHF | 1.53 CHF | 40'000 | 30'000 | 40'000 | 18'318 | 61'303 CHF | 28'292 CHF | 99.82% | 99.82% |
10.05.2024 | 0.63% | 1.67 CHF | 1.68 CHF | 30'000 | 30'000 | 39'386 | 18'191 | 62'214 CHF | 29'003 CHF | 98.65% | 98.65% |
08.05.2024 | 0.56% | 1.75 CHF | 1.76 CHF | 30'000 | 30'000 | 30'000 | 18'308 | 53'785 CHF | 32'963 CHF | 99.93% | 99.93% |
07.05.2024 | 0.56% | 1.65 CHF | 1.66 CHF | 40'000 | 30'000 | 30'367 | 18'317 | 53'730 CHF | 32'431 CHF | 99.74% | 99.74% |
06.05.2024 | 0.50% | 1.93 CHF | 1.94 CHF | 30'000 | 30'000 | 30'000 | 18'313 | 59'947 CHF | 36'528 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.26 CHF | 2.27 CHF | 30'000 | 30'000 | 23'332 | 18'445 | 55'815 CHF | 44'093 CHF | 95.65% | 95.65% |
02.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 30'000 | 30'000 | 22'226 | 18'338 | 65'139 CHF | 54'101 CHF | 98.78% | 98.78% |
30.04.2024 | 0.42% | 2.59 CHF | 2.60 CHF | 30'000 | 30'000 | 29'910 | 18'222 | 71'089 CHF | 43'638 CHF | 99.11% | 99.11% |