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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.27% | 3.99 CHF | 4.11 CHF | 4'000 | 4'000 | 3'242 | 3'242 | 12'671 CHF | 12'964 CHF | 100.00% | 100.00% |
14.05.2024 | 1.95% | 4.13 CHF | 4.21 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 16'564 CHF | 16'891 CHF | 100.00% | 100.00% |
13.05.2024 | 2.07% | 3.77 CHF | 3.84 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 14'313 CHF | 14'613 CHF | 100.00% | 100.00% |
10.05.2024 | 2.07% | 3.44 CHF | 3.51 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 13'416 CHF | 13'697 CHF | 100.00% | 100.00% |
08.05.2024 | 2.34% | 3.25 CHF | 3.33 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 10'685 CHF | 10'937 CHF | 100.00% | 100.00% |
07.05.2024 | 2.04% | 3.89 CHF | 3.97 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 14'929 CHF | 15'237 CHF | 100.00% | 100.00% |
06.05.2024 | 2.10% | 3.49 CHF | 3.57 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 14'703 CHF | 15'014 CHF | 100.00% | 100.00% |
03.05.2024 | 2.07% | 3.65 CHF | 3.73 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 15'712 CHF | 16'040 CHF | 100.00% | 100.00% |
02.05.2024 | 1.99% | 3.97 CHF | 4.06 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 16'416 CHF | 16'746 CHF | 100.00% | 100.00% |
30.04.2024 | 1.73% | 4.07 CHF | 4.14 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 18'764 CHF | 19'088 CHF | 100.00% | 100.00% |