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 | 0.56% | 1.75 CHF | 1.76 CHF | 30'000 | 10'000 | 30'000 | 6'097 | 53'521 CHF | 10'917 CHF | 99.01% | 99.01% |
15.05.2024 | 0.48% | 1.99 CHF | 2.00 CHF | 30'000 | 10'000 | 29'250 | 6'004 | 67'377 CHF | 13'679 CHF | 98.07% | 98.07% |
14.05.2024 | 0.38% | 2.55 CHF | 2.56 CHF | 20'000 | 10'000 | 20'000 | 6'110 | 52'109 CHF | 15'946 CHF | 97.90% | 97.90% |
13.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 20'000 | 10'000 | 21'518 | 6'086 | 54'559 CHF | 15'545 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 20'000 | 10'000 | 20'487 | 6'060 | 52'258 CHF | 15'558 CHF | 98.56% | 98.56% |
08.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 59'964 CHF | 18'317 CHF | 99.99% | 99.99% |
07.05.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 59'328 CHF | 18'047 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.20 CHF | 3.21 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 65'837 CHF | 19'983 CHF | 99.99% | 99.99% |
03.05.2024 | 0.26% | 3.68 CHF | 3.69 CHF | 20'000 | 10'000 | 20'000 | 6'108 | 75'641 CHF | 22'939 CHF | 97.38% | 97.38% |
02.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 84'584 CHF | 25'937 CHF | 99.38% | 99.38% |