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 | 1.02% | 2.93 CHF | 2.94 CHF | 20'000 | 20'000 | 16'847 | 16'847 | 49'351 CHF | 49'598 CHF | 99.00% | 99.00% |
15.05.2024 | 1.63% | 2.79 CHF | 2.90 CHF | 4'000 | 4'000 | 14'649 | 14'649 | 38'050 CHF | 38'331 CHF | 96.82% | 96.82% |
14.05.2024 | 0.46% | 2.46 CHF | 2.47 CHF | 30'000 | 20'000 | 29'234 | 19'790 | 71'089 CHF | 48'353 CHF | 97.89% | 97.89% |
13.05.2024 | 0.51% | 2.33 CHF | 2.34 CHF | 30'000 | 20'000 | 29'513 | 19'700 | 68'888 CHF | 46'187 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.34 CHF | 2.35 CHF | 30'000 | 20'000 | 23'435 | 20'000 | 58'215 CHF | 50'156 CHF | 98.67% | 98.67% |
08.05.2024 | 0.52% | 1.99 CHF | 2.00 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 57'546 CHF | 38'564 CHF | 100.00% | 100.00% |
07.05.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 30'000 | 20'000 | 30'000 | 20'000 | 58'279 CHF | 39'052 CHF | 99.93% | 99.93% |
06.05.2024 | 1.03% | 1.92 CHF | 1.93 CHF | 30'000 | 20'000 | 27'449 | 18'430 | 51'566 CHF | 34'848 CHF | 99.99% | 99.99% |
03.05.2024 | 1.74% | 1.51 CHF | 1.52 CHF | 40'000 | 20'000 | 33'916 | 17'296 | 53'944 CHF | 27'710 CHF | 96.56% | 96.56% |
02.05.2024 | 1.09% | 1.65 CHF | 1.66 CHF | 40'000 | 20'000 | 36'675 | 18'888 | 56'418 CHF | 29'337 CHF | 99.15% | 99.15% |