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 | 2.10% | 0.60 CHF | 0.62 CHF | 50'000 | 50'000 | 89'105 | 88'951 | 53'457 CHF | 54'412 CHF | 98.58% | 98.58% |
14.05.2024 | 1.79% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'470 CHF | 58'508 CHF | 92.95% | 92.95% |
13.05.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 65'928 CHF | 66'968 CHF | 95.75% | 95.75% |
10.05.2024 | 1.56% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 67'111 CHF | 68'167 CHF | 99.52% | 99.52% |
08.05.2024 | 1.72% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'123 CHF | 59'130 CHF | 98.96% | 98.96% |
07.05.2024 | 1.93% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'253 CHF | 53'269 CHF | 95.68% | 95.68% |
06.05.2024 | 2.04% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 108'902 | 100'000 | 52'876 CHF | 49'568 CHF | 94.73% | 94.73% |
03.05.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 113'399 | 100'000 | 51'788 CHF | 46'725 CHF | 95.68% | 95.68% |
02.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 116'799 | 100'000 | 52'602 CHF | 46'063 CHF | 97.90% | 97.90% |
30.04.2024 | 2.10% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'022 | 100'000 | 51'750 CHF | 48'037 CHF | 99.97% | 99.97% |