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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 7.05% | 0.13 CHF | 0.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'054 CHF | 2'204 CHF | 100.00% | 100.00% |
10.05.2024 | 6.73% | 0.15 CHF | 0.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 2'160 CHF | 2'310 CHF | 100.00% | 100.00% |
08.05.2024 | 6.51% | 0.13 CHF | 0.14 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 1'488 CHF | 1'588 CHF | 100.00% | 100.00% |
07.05.2024 | 7.93% | 0.16 CHF | 0.17 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 491 CHF | 530 CHF | 100.00% | 100.00% |
06.05.2024 | 2.39% | 0.54 CHF | 0.56 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 1'666 CHF | 1'706 CHF | 100.00% | 100.00% |
03.05.2024 | 3.53% | 0.55 CHF | 0.57 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 1'165 CHF | 1'207 CHF | 100.00% | 100.00% |
02.05.2024 | 2.65% | 0.78 CHF | 0.80 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 1'556 CHF | 1'598 CHF | 100.00% | 100.00% |
30.04.2024 | 2.67% | 0.78 CHF | 0.80 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 1'484 CHF | 1'524 CHF | 100.00% | 100.00% |
29.04.2024 | 2.94% | 0.76 CHF | 0.78 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 1'592 CHF | 1'639 CHF | 100.00% | 100.00% |
26.04.2024 | 3.00% | 0.89 CHF | 0.92 CHF | 1'000 | 1'000 | 1'000 | 1'000 | 880 CHF | 907 CHF | 100.00% | 100.00% |