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 | 4.16% | 0.87 CHF | 0.93 CHF | 5'000 | 5'000 | 48'315 | 3'043 | 43'631 CHF | 2'869 CHF | 99.64% | 99.64% |
15.05.2024 | 4.26% | 0.90 CHF | 0.96 CHF | 5'000 | 5'000 | 49'375 | 3'054 | 42'501 CHF | 2'815 CHF | 97.57% | 97.57% |
14.05.2024 | 4.04% | 0.85 CHF | 0.91 CHF | 5'000 | 5'000 | 48'422 | 3'048 | 45'765 CHF | 2'942 CHF | 98.65% | 98.65% |
13.05.2024 | 3.33% | 0.92 CHF | 0.98 CHF | 5'000 | 5'000 | 54'298 | 3'044 | 53'028 CHF | 3'033 CHF | 99.50% | 99.50% |
10.05.2024 | 3.80% | 1.00 CHF | 1.06 CHF | 5'000 | 5'000 | 49'921 | 3'033 | 47'048 CHF | 3'016 CHF | 98.57% | 98.57% |
08.05.2024 | 3.93% | 0.94 CHF | 1.00 CHF | 5'000 | 5'000 | 46'669 | 3'043 | 44'503 CHF | 3'038 CHF | 99.63% | 99.63% |
07.05.2024 | 4.21% | 0.87 CHF | 0.93 CHF | 5'000 | 5'000 | 49'369 | 3'043 | 43'521 CHF | 2'823 CHF | 99.55% | 99.55% |
06.05.2024 | 3.11% | 0.89 CHF | 0.90 CHF | 60'000 | 5'000 | 60'013 | 3'043 | 52'456 CHF | 2'729 CHF | 99.63% | 99.63% |
03.05.2024 | 3.91% | 0.93 CHF | 0.99 CHF | 5'000 | 5'000 | 50'145 | 3'041 | 46'482 CHF | 2'908 CHF | 99.52% | 99.52% |
02.05.2024 | 3.41% | 0.93 CHF | 0.99 CHF | 5'000 | 5'000 | 55'402 | 3'045 | 50'133 CHF | 2'890 CHF | 99.19% | 99.19% |