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 | 0.47% | 2.24 CHF | 2.25 CHF | 30'000 | 5'000 | 30'000 | 3'043 | 63'580 CHF | 6'460 CHF | 99.67% | 99.67% |
15.05.2024 | 0.41% | 2.12 CHF | 2.13 CHF | 30'000 | 5'000 | 25'563 | 3'054 | 61'632 CHF | 7'294 CHF | 97.58% | 97.58% |
14.05.2024 | 0.49% | 2.57 CHF | 2.58 CHF | 20'000 | 5'000 | 29'819 | 3'049 | 60'611 CHF | 6'395 CHF | 98.68% | 98.68% |
13.05.2024 | 0.57% | 2.04 CHF | 2.05 CHF | 30'000 | 5'000 | 31'433 | 3'044 | 55'353 CHF | 5'560 CHF | 99.52% | 99.52% |
10.05.2024 | 0.50% | 1.62 CHF | 1.63 CHF | 40'000 | 5'000 | 30'592 | 3'032 | 60'877 CHF | 5'961 CHF | 98.57% | 98.57% |
08.05.2024 | 0.45% | 2.18 CHF | 2.19 CHF | 30'000 | 5'000 | 29'898 | 3'043 | 66'511 CHF | 6'731 CHF | 99.68% | 99.68% |
07.05.2024 | 0.35% | 2.72 CHF | 2.73 CHF | 20'000 | 5'000 | 20'000 | 3'044 | 56'826 CHF | 8'567 CHF | 99.61% | 99.61% |
06.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 20'000 | 5'000 | 20'000 | 3'043 | 59'575 CHF | 9'175 CHF | 99.67% | 99.67% |
03.05.2024 | 0.37% | 2.58 CHF | 2.59 CHF | 20'000 | 5'000 | 20'000 | 3'037 | 54'567 CHF | 8'373 CHF | 99.38% | 99.38% |
02.05.2024 | 0.34% | 2.67 CHF | 2.68 CHF | 20'000 | 5'000 | 20'441 | 3'045 | 59'838 CHF | 8'802 CHF | 99.20% | 99.20% |