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% | 0.42 CHF | 0.43 CHF | 73'809 | 20'000 | 74'568 | 19'770 | 26'846 CHF | 7'311 CHF | 98.95% | 98.95% |
14.05.2024 | 3.42% | 0.30 CHF | 0.31 CHF | 75'492 | 20'000 | 75'690 | 20'000 | 21'796 CHF | 5'960 CHF | 99.99% | 99.99% |
13.05.2024 | 3.66% | 0.29 CHF | 0.30 CHF | 75'796 | 10'000 | 75'962 | 10'000 | 20'430 CHF | 2'790 CHF | 100.00% | 100.00% |
10.05.2024 | 3.45% | 0.24 CHF | 0.25 CHF | 76'500 | 10'000 | 75'798 | 10'000 | 21'689 CHF | 2'962 CHF | 100.00% | 100.00% |
08.05.2024 | 3.51% | 0.34 CHF | 0.35 CHF | 75'354 | 10'000 | 76'058 | 10'000 | 21'346 CHF | 2'907 CHF | 100.00% | 100.00% |
07.05.2024 | 7.99% | 0.24 CHF | 0.25 CHF | 76'424 | 10'000 | 76'948 | 10'000 | 15'335 CHF | 2'157 CHF | 98.92% | 98.92% |
06.05.2024 | 8.87% | 0.17 CHF | 0.18 CHF | 77'278 | 10'000 | 76'628 | 9'973 | 13'900 CHF | 1'975 CHF | 100.00% | 100.00% |
03.05.2024 | 15.86% | 0.13 CHF | 0.16 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 795 CHF | 930 CHF | 98.62% | 98.62% |
02.05.2024 | 9.72% | 0.24 CHF | 0.27 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'392 CHF | 1'530 CHF | 99.01% | 99.01% |
30.04.2024 | 5.26% | 0.47 CHF | 0.50 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'578 CHF | 2'714 CHF | 100.00% | 100.00% |