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 | 1.38% | 4.59 CHF | 4.65 CHF | 15'000 | 15'000 | 14'988 | 14'988 | 64'842 CHF | 65'742 CHF | 100.00% | 100.00% |
15.05.2024 | 1.33% | 4.31 CHF | 4.37 CHF | 15'000 | 15'000 | 14'969 | 14'969 | 67'436 CHF | 68'336 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 4.83 CHF | 4.89 CHF | 15'000 | 15'000 | 14'997 | 14'997 | 74'303 CHF | 75'203 CHF | 100.00% | 100.00% |
13.05.2024 | 1.25% | 5.05 CHF | 5.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 71'839 CHF | 72'739 CHF | 100.00% | 100.00% |
10.05.2024 | 1.28% | 4.78 CHF | 4.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 70'121 CHF | 71'021 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 5.18 CHF | 5.24 CHF | 15'000 | 15'000 | 14'996 | 14'996 | 77'082 CHF | 77'982 CHF | 99.29% | 99.29% |
07.05.2024 | 1.22% | 4.83 CHF | 4.89 CHF | 15'000 | 15'000 | 14'990 | 14'990 | 73'222 CHF | 74'122 CHF | 100.00% | 100.00% |
06.05.2024 | 1.17% | 4.79 CHF | 4.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 76'330 CHF | 77'230 CHF | 100.00% | 100.00% |
03.05.2024 | 1.07% | 5.44 CHF | 5.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 83'659 CHF | 84'559 CHF | 99.86% | 99.86% |
02.05.2024 | 1.08% | 5.59 CHF | 5.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 83'106 CHF | 84'006 CHF | 99.96% | 99.96% |