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 | 0.84% | 1.71 CHF | 1.73 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 52'786 CHF | 44'359 CHF | 99.25% | 99.25% |
15.05.2024 | 0.86% | 1.75 CHF | 1.77 CHF | 30'000 | 25'000 | 30'000 | 24'952 | 52'456 CHF | 44'004 CHF | 98.90% | 98.90% |
14.05.2024 | 0.88% | 1.78 CHF | 1.79 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'191 CHF | 44'717 CHF | 95.83% | 95.83% |
13.05.2024 | 0.81% | 1.78 CHF | 1.80 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 53'204 CHF | 44'697 CHF | 91.37% | 91.37% |
10.05.2024 | 0.97% | 1.77 CHF | 1.78 CHF | 30'000 | 25'000 | 28'184 | 23'703 | 50'806 CHF | 43'126 CHF | 100.00% | 100.00% |
08.05.2024 | 0.74% | 1.98 CHF | 1.99 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 60'422 CHF | 50'725 CHF | 100.00% | 100.00% |
07.05.2024 | 0.75% | 2.03 CHF | 2.05 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 59'694 CHF | 50'120 CHF | 97.06% | 97.06% |
06.05.2024 | 0.70% | 2.05 CHF | 2.06 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 62'501 CHF | 52'450 CHF | 96.91% | 96.91% |
03.05.2024 | 0.74% | 2.12 CHF | 2.14 CHF | 30'000 | 25'000 | 30'000 | 25'000 | 63'342 CHF | 53'178 CHF | 97.93% | 97.93% |
02.05.2024 | 0.69% | 2.13 CHF | 2.14 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 106'273 CHF | 107'013 CHF | 99.34% | 99.34% |