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 | 0.80% | 1.22 CHF | 1.23 CHF | 20'000 | 20'000 | 10'242 | 10'242 | 12'678 CHF | 12'780 CHF | 99.02% | 99.02% |
15.05.2024 | 0.64% | 1.40 CHF | 1.41 CHF | 10'000 | 10'000 | 6'106 | 6'106 | 9'901 CHF | 9'964 CHF | 98.05% | 98.05% |
14.05.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 10'000 | 10'000 | 6'110 | 6'110 | 11'694 CHF | 11'756 CHF | 97.87% | 97.87% |
13.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 10'000 | 10'000 | 6'086 | 6'086 | 11'348 CHF | 11'409 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 1.99 CHF | 2.00 CHF | 10'000 | 10'000 | 6'064 | 6'064 | 11'429 CHF | 11'490 CHF | 98.67% | 98.67% |
08.05.2024 | 0.44% | 2.32 CHF | 2.34 CHF | 10'000 | 10'000 | 6'085 | 6'085 | 14'293 CHF | 14'356 CHF | 99.99% | 99.99% |
07.05.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 10'000 | 10'000 | 6'085 | 6'085 | 14'036 CHF | 14'100 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 2.66 CHF | 2.67 CHF | 7'500 | 7'500 | 3'585 | 3'585 | 9'845 CHF | 9'893 CHF | 99.99% | 99.99% |
03.05.2024 | 0.53% | 3.50 CHF | 3.52 CHF | 5'000 | 5'000 | 3'054 | 3'054 | 11'061 CHF | 11'121 CHF | 97.39% | 97.39% |
02.05.2024 | 0.53% | 4.75 CHF | 4.78 CHF | 5'000 | 5'000 | 2'653 | 2'653 | 12'604 CHF | 12'670 CHF | 99.43% | 99.43% |