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 | 2.52% | 4.28 CHF | 4.39 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 87'957 CHF | 45'099 CHF | 98.83% | 98.83% |
15.05.2024 | 2.46% | 4.70 CHF | 4.81 CHF | 20'000 | 10'000 | 20'000 | 9'924 | 92'959 CHF | 47'273 CHF | 98.95% | 98.95% |
14.05.2024 | 2.39% | 4.75 CHF | 4.86 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 90'818 CHF | 46'506 CHF | 99.99% | 99.99% |
13.05.2024 | 2.31% | 4.44 CHF | 4.54 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 88'186 CHF | 45'123 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 4.27 CHF | 4.36 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 81'935 CHF | 83'726 CHF | 100.00% | 100.00% |
08.05.2024 | 2.25% | 3.69 CHF | 3.77 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 73'849 CHF | 75'529 CHF | 100.00% | 100.00% |
07.05.2024 | 2.17% | 3.47 CHF | 3.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 66'284 CHF | 67'739 CHF | 98.92% | 98.92% |
06.05.2024 | 2.29% | 2.99 CHF | 3.07 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'272 CHF | 63'714 CHF | 100.00% | 100.00% |
03.05.2024 | 2.48% | 2.97 CHF | 3.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'703 CHF | 64'273 CHF | 98.63% | 98.63% |
02.05.2024 | 2.41% | 3.24 CHF | 3.32 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'682 CHF | 67'282 CHF | 98.93% | 98.93% |