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 | 1.55% | 5.45 CHF | 5.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 110'874 CHF | 112'600 CHF | 98.83% | 98.83% |
15.05.2024 | 1.53% | 5.77 CHF | 5.86 CHF | 20'000 | 20'000 | 19'795 | 19'770 | 113'547 CHF | 115'137 CHF | 98.95% | 98.95% |
14.05.2024 | 1.50% | 5.81 CHF | 5.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 112'995 CHF | 114'700 CHF | 99.98% | 99.98% |
13.05.2024 | 1.47% | 5.57 CHF | 5.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 110'871 CHF | 112'511 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 5.43 CHF | 5.50 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 105'668 CHF | 107'156 CHF | 100.00% | 100.00% |
08.05.2024 | 1.44% | 4.94 CHF | 5.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 98'863 CHF | 100'295 CHF | 100.00% | 100.00% |
07.05.2024 | 1.41% | 4.75 CHF | 4.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 92'216 CHF | 93'523 CHF | 98.92% | 98.92% |
06.05.2024 | 1.46% | 4.32 CHF | 4.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 88'609 CHF | 89'913 CHF | 100.00% | 100.00% |
03.05.2024 | 1.53% | 4.30 CHF | 4.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 88'860 CHF | 90'232 CHF | 98.61% | 98.61% |
02.05.2024 | 1.51% | 4.53 CHF | 4.60 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 91'432 CHF | 92'819 CHF | 99.13% | 99.13% |