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 | 1.70% | 2.77 CHF | 2.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 58'379 CHF | 59'379 CHF | 99.56% | 99.56% |
15.05.2024 | 1.66% | 3.07 CHF | 3.12 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 59'959 CHF | 60'959 CHF | 99.39% | 99.39% |
14.05.2024 | 1.52% | 3.06 CHF | 3.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'412 CHF | 66'412 CHF | 99.51% | 99.51% |
13.05.2024 | 1.60% | 3.17 CHF | 3.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'136 CHF | 63'136 CHF | 96.81% | 96.81% |
10.05.2024 | 1.65% | 2.96 CHF | 3.01 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 60'085 CHF | 61'085 CHF | 94.89% | 94.89% |
08.05.2024 | 1.08% | 2.78 CHF | 2.81 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 55'430 CHF | 56'030 CHF | 99.52% | 99.52% |
07.05.2024 | 1.10% | 2.83 CHF | 2.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 81'206 CHF | 82'106 CHF | 99.02% | 99.02% |
06.05.2024 | 1.12% | 2.61 CHF | 2.64 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 79'567 CHF | 80'467 CHF | 99.56% | 99.56% |
03.05.2024 | 1.14% | 2.62 CHF | 2.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 78'651 CHF | 79'551 CHF | 99.01% | 99.01% |
02.05.2024 | 1.07% | 2.67 CHF | 2.70 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 83'434 CHF | 84'334 CHF | 99.26% | 99.26% |