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 | 3.98% | 6.54 CHF | 6.80 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 64'437 CHF | 33'525 CHF | 99.03% | 99.03% |
15.05.2024 | 3.58% | 6.26 CHF | 6.48 CHF | 10'000 | 5'000 | 10'000 | 4'949 | 60'688 CHF | 31'124 CHF | 98.11% | 98.11% |
14.05.2024 | 4.02% | 5.37 CHF | 5.59 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 53'788 CHF | 27'996 CHF | 99.13% | 99.13% |
13.05.2024 | 3.40% | 5.36 CHF | 5.54 CHF | 10'000 | 7'500 | 12'956 | 7'500 | 65'737 CHF | 40'111 CHF | 99.38% | 99.38% |
10.05.2024 | 3.07% | 4.46 CHF | 4.59 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 83'996 CHF | 32'479 CHF | 99.42% | 99.42% |
08.05.2024 | 3.26% | 3.17 CHF | 3.28 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 64'297 CHF | 33'212 CHF | 98.83% | 98.83% |
07.05.2024 | 4.35% | 2.60 CHF | 2.71 CHF | 20'000 | 10'000 | 22'609 | 10'000 | 57'234 CHF | 26'609 CHF | 97.06% | 97.06% |
06.05.2024 | 3.80% | 2.85 CHF | 2.95 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 54'703 CHF | 28'411 CHF | 100.00% | 100.00% |
03.05.2024 | 3.63% | 2.63 CHF | 2.73 CHF | 20'000 | 10'000 | 20'000 | 10'000 | 54'565 CHF | 28'291 CHF | 97.93% | 97.93% |
02.05.2024 | 4.27% | 2.54 CHF | 2.65 CHF | 20'000 | 10'000 | 20'639 | 10'000 | 53'835 CHF | 27'270 CHF | 99.40% | 99.40% |