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% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 108'655 | 98'953 | 52'247 CHF | 48'589 CHF | 97.88% | 97.88% |
13.05.2024 | 2.24% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 105'533 | 98'506 | 51'860 CHF | 49'439 CHF | 99.99% | 99.99% |
10.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 105'797 | 100'000 | 52'135 CHF | 50'306 CHF | 98.67% | 98.67% |
08.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 110'000 | 100'000 | 52'638 CHF | 48'853 CHF | 99.99% | 99.99% |
07.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 104'745 | 100'000 | 51'829 CHF | 50'510 CHF | 99.94% | 99.94% |
06.05.2024 | 3.03% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 92'150 | 92'150 | 47'634 CHF | 48'673 CHF | 99.99% | 99.99% |
03.05.2024 | 3.89% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 87'468 | 86'177 | 44'141 CHF | 44'578 CHF | 96.99% | 96.99% |
02.05.2024 | 3.12% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 109'879 | 94'421 | 49'654 CHF | 43'709 CHF | 98.86% | 98.86% |
30.04.2024 | 2.89% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 111'575 | 95'984 | 50'081 CHF | 44'163 CHF | 98.41% | 98.41% |
29.04.2024 | 2.14% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 111'162 | 100'000 | 51'467 CHF | 47'313 CHF | 99.95% | 99.95% |