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 | 1.78% | 3.73 CHF | 3.79 CHF | 20'000 | 5'000 | 11'124 | 3'732 | 41'829 CHF | 14'457 CHF | 99.32% | 99.32% |
15.05.2024 | 1.53% | 3.89 CHF | 3.95 CHF | 20'000 | 5'000 | 20'000 | 4'975 | 77'955 CHF | 19'692 CHF | 98.95% | 98.95% |
14.05.2024 | 1.64% | 3.89 CHF | 3.96 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 85'219 CHF | 21'656 CHF | 97.26% | 97.26% |
13.05.2024 | 1.50% | 4.71 CHF | 4.78 CHF | 20'000 | 5'000 | 11'935 | 5'000 | 59'600 CHF | 25'501 CHF | 100.00% | 100.00% |
10.05.2024 | 1.55% | 5.01 CHF | 5.09 CHF | 10'000 | 5'000 | 15'230 | 5'000 | 75'372 CHF | 25'249 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 5.12 CHF | 5.20 CHF | 10'000 | 5'000 | 14'288 | 5'000 | 70'975 CHF | 25'348 CHF | 100.00% | 100.00% |
07.05.2024 | 1.53% | 5.12 CHF | 5.20 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 53'707 CHF | 27'269 CHF | 99.98% | 99.98% |
06.05.2024 | 1.69% | 5.39 CHF | 5.49 CHF | 10'000 | 2'500 | 9'953 | 2'493 | 55'341 CHF | 14'101 CHF | 100.00% | 100.00% |
03.05.2024 | 1.76% | 6.23 CHF | 6.34 CHF | 1'250 | 1'250 | 1'250 | 1'250 | 7'746 CHF | 7'884 CHF | 98.55% | 98.55% |
02.05.2024 | 2.01% | 5.94 CHF | 6.07 CHF | 1'250 | 1'250 | 1'250 | 1'250 | 7'954 CHF | 8'115 CHF | 99.08% | 99.08% |