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 | 1.42% | 0.72 CHF | 0.73 CHF | 4'000 | 4'000 | 4'758 | 4'758 | 3'408 CHF | 3'457 CHF | 100.00% | 100.00% |
14.05.2024 | 1.42% | 0.71 CHF | 0.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'500 CHF | 3'550 CHF | 100.00% | 100.00% |
13.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'218 CHF | 3'268 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'116 CHF | 3'168 CHF | 100.00% | 100.00% |
08.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'152 CHF | 3'202 CHF | 100.00% | 100.00% |
07.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 4'263 CHF | 4'333 CHF | 100.00% | 100.00% |
06.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 2'857 CHF | 2'927 CHF | 100.00% | 100.00% |
03.05.2024 | 2.50% | 0.41 CHF | 0.42 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 3'166 CHF | 3'246 CHF | 100.00% | 100.00% |
02.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 2'730 CHF | 2'810 CHF | 100.00% | 100.00% |
30.04.2024 | 2.79% | 0.34 CHF | 0.35 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 2'477 CHF | 2'547 CHF | 100.00% | 100.00% |