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 | 2.22% | 3.30 CHF | 3.38 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'843 CHF | 18'242 CHF | 99.75% | 99.75% |
13.05.2024 | 2.41% | 3.36 CHF | 3.44 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 15'997 CHF | 16'387 CHF | 100.00% | 100.00% |
10.05.2024 | 2.71% | 3.16 CHF | 3.26 CHF | 5'000 | 5'000 | 10'937 | 6'979 | 35'603 CHF | 23'265 CHF | 83.71% | 83.71% |
08.05.2024 | 1.96% | 4.34 CHF | 4.42 CHF | 20'000 | 7'500 | 20'000 | 7'500 | 84'209 CHF | 32'203 CHF | 99.64% | 99.64% |
07.05.2024 | 1.74% | 4.61 CHF | 4.69 CHF | 20'000 | 7'500 | 18'181 | 7'500 | 86'884 CHF | 36'654 CHF | 97.06% | 97.06% |
06.05.2024 | 1.93% | 4.78 CHF | 4.88 CHF | 20'000 | 7'500 | 12'673 | 7'500 | 64'018 CHF | 38'998 CHF | 100.00% | 100.00% |
03.05.2024 | 1.87% | 5.50 CHF | 5.61 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 58'265 CHF | 29'680 CHF | 97.84% | 97.84% |
02.05.2024 | 1.84% | 6.21 CHF | 6.33 CHF | 10'000 | 5'000 | 10'000 | 5'000 | 63'363 CHF | 32'270 CHF | 99.34% | 99.34% |
30.04.2024 | 1.58% | 6.61 CHF | 6.70 CHF | 10'000 | 7'500 | 10'000 | 7'500 | 58'378 CHF | 44'478 CHF | 99.95% | 99.95% |
29.04.2024 | 1.88% | 5.11 CHF | 5.20 CHF | 10'000 | 7'500 | 18'138 | 7'500 | 86'613 CHF | 36'729 CHF | 100.00% | 100.00% |