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 | 6.93% | 0.41 CHF | 0.48 CHF | 20'000 | 20'000 | 86'491 | 73'193 | 36'389 CHF | 31'906 CHF | 98.05% | 98.05% |
14.05.2024 | 2.65% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 127'532 | 98'953 | 51'356 CHF | 40'864 CHF | 97.88% | 97.88% |
13.05.2024 | 2.66% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 123'837 | 98'506 | 51'261 CHF | 41'804 CHF | 99.99% | 99.99% |
10.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 124'058 | 100'000 | 51'564 CHF | 42'586 CHF | 91.01% | 91.01% |
08.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'123 CHF | 41'094 CHF | 99.99% | 99.99% |
07.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 123'588 | 100'000 | 51'616 CHF | 42'789 CHF | 99.95% | 99.95% |
06.05.2024 | 3.55% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 110'183 | 92'150 | 48'528 CHF | 41'617 CHF | 99.99% | 99.99% |
03.05.2024 | 4.61% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 102'334 | 85'917 | 43'721 CHF | 37'801 CHF | 97.32% | 97.32% |
02.05.2024 | 3.75% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 131'364 | 94'455 | 49'186 CHF | 36'384 CHF | 99.47% | 99.47% |
30.04.2024 | 3.49% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 133'333 | 95'984 | 49'494 CHF | 36'717 CHF | 98.41% | 98.41% |