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 | 2.79% | 0.87 CHF | 0.88 CHF | 60'000 | 40'000 | 60'000 | 24'344 | 54'185 CHF | 22'468 CHF | 99.64% | 99.64% |
14.05.2024 | 1.96% | 0.95 CHF | 0.96 CHF | 60'000 | 40'000 | 59'543 | 32'191 | 54'827 CHF | 30'560 CHF | 35.50% | 52.44% |
13.05.2024 | 3.33% | 0.68 CHF | 0.69 CHF | 80'000 | 40'000 | 71'756 | 24'344 | 53'647 CHF | 18'604 CHF | 99.63% | 99.63% |
10.05.2024 | 2.85% | 0.90 CHF | 0.91 CHF | 60'000 | 40'000 | 60'000 | 24'263 | 53'532 CHF | 22'258 CHF | 98.59% | 98.59% |
08.05.2024 | 2.55% | 0.97 CHF | 0.98 CHF | 60'000 | 40'000 | 56'980 | 24'343 | 56'290 CHF | 24'551 CHF | 99.64% | 99.64% |
07.05.2024 | 2.78% | 0.93 CHF | 0.94 CHF | 60'000 | 40'000 | 60'000 | 24'344 | 54'851 CHF | 22'914 CHF | 99.64% | 99.64% |
06.05.2024 | 3.05% | 0.83 CHF | 0.84 CHF | 70'000 | 40'000 | 66'411 | 24'344 | 55'065 CHF | 20'845 CHF | 99.63% | 99.63% |
03.05.2024 | 2.97% | 0.88 CHF | 0.89 CHF | 60'000 | 40'000 | 61'293 | 24'330 | 52'407 CHF | 21'480 CHF | 99.47% | 99.47% |
02.05.2024 | 2.53% | 0.96 CHF | 0.97 CHF | 60'000 | 40'000 | 51'376 | 24'341 | 51'331 CHF | 24'864 CHF | 99.61% | 99.61% |
30.04.2024 | 2.32% | 1.15 CHF | 1.16 CHF | 50'000 | 40'000 | 50'000 | 24'344 | 54'817 CHF | 27'402 CHF | 99.65% | 99.65% |