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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 3.56% | 4.20 CHF | 4.34 CHF | 3'750 | 3'750 | 3'750 | 3'750 | 14'647 CHF | 15'176 CHF | 97.83% | 97.83% |
13.05.2024 | 3.30% | 3.36 CHF | 3.47 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 64'258 CHF | 24'905 CHF | 99.31% | 99.31% |
10.05.2024 | 3.90% | 2.87 CHF | 2.98 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 53'828 CHF | 20'988 CHF | 80.90% | 80.90% |
08.05.2024 | 4.21% | 3.21 CHF | 3.34 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 57'772 CHF | 22'592 CHF | 95.66% | 95.66% |
07.05.2024 | 3.78% | 3.24 CHF | 3.37 CHF | 20'000 | 5'000 | 18'430 | 4'776 | 63'265 CHF | 17'009 CHF | 98.23% | 98.23% |
06.05.2024 | 3.66% | 3.65 CHF | 3.78 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 68'044 CHF | 17'645 CHF | 97.26% | 97.26% |
03.05.2024 | 4.24% | 3.32 CHF | 3.47 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 68'036 CHF | 17'745 CHF | 95.60% | 95.60% |
02.05.2024 | 4.33% | 4.04 CHF | 4.20 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 72'596 CHF | 18'949 CHF | 99.09% | 99.09% |
30.04.2024 | 2.99% | 4.29 CHF | 4.42 CHF | 20'000 | 5'000 | 20'000 | 5'000 | 82'719 CHF | 21'307 CHF | 99.30% | 99.30% |
29.04.2024 | 3.34% | 3.47 CHF | 3.58 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 66'332 CHF | 25'718 CHF | 98.60% | 98.60% |