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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.66% | 1.46 CHF | 1.47 CHF | 40'000 | 10'000 | 40'000 | 6'110 | 60'521 CHF | 9'271 CHF | 97.90% | 97.90% |
13.05.2024 | 0.69% | 1.49 CHF | 1.50 CHF | 40'000 | 10'000 | 40'000 | 6'086 | 57'966 CHF | 8'906 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.57 CHF | 1.58 CHF | 40'000 | 10'000 | 40'000 | 6'065 | 58'427 CHF | 8'949 CHF | 98.68% | 98.68% |
08.05.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 30'000 | 10'000 | 30'000 | 6'085 | 57'152 CHF | 11'665 CHF | 99.99% | 99.99% |
07.05.2024 | 0.53% | 1.77 CHF | 1.78 CHF | 30'000 | 10'000 | 30'000 | 6'085 | 56'244 CHF | 11'405 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 2.11 CHF | 2.12 CHF | 30'000 | 10'000 | 30'000 | 6'085 | 66'099 CHF | 13'358 CHF | 99.99% | 99.99% |
03.05.2024 | 0.37% | 2.59 CHF | 2.60 CHF | 20'000 | 10'000 | 22'007 | 6'106 | 58'708 CHF | 16'276 CHF | 97.32% | 97.32% |
02.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 62'605 CHF | 19'250 CHF | 99.38% | 99.38% |
30.04.2024 | 0.39% | 2.84 CHF | 2.85 CHF | 20'000 | 10'000 | 20'000 | 6'053 | 51'633 CHF | 15'739 CHF | 99.13% | 99.13% |
29.04.2024 | 0.39% | 2.52 CHF | 2.53 CHF | 20'000 | 10'000 | 20'843 | 6'104 | 52'682 CHF | 15'474 CHF | 99.98% | 99.98% |