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% | 0.49 CHF | 0.50 CHF | 98'602 | 50'000 | 100'579 | 49'759 | 48'308 CHF | 24'409 CHF | 98.90% | 98.90% |
14.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 101'049 | 50'000 | 102'032 | 50'000 | 47'903 CHF | 23'978 CHF | 100.00% | 100.00% |
13.05.2024 | 2.08% | 0.47 CHF | 0.48 CHF | 101'033 | 50'000 | 101'163 | 50'000 | 48'195 CHF | 24'321 CHF | 100.00% | 100.00% |
10.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 101'351 | 50'000 | 101'261 | 50'000 | 47'257 CHF | 23'836 CHF | 100.00% | 100.00% |
08.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 103'952 | 50'000 | 105'302 | 50'000 | 46'283 CHF | 22'478 CHF | 98.86% | 98.86% |
07.05.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 106'028 | 50'000 | 111'515 | 50'000 | 45'133 CHF | 20'764 CHF | 96.43% | 96.43% |
06.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 114'884 | 50'000 | 116'159 | 50'000 | 43'478 CHF | 19'216 CHF | 100.00% | 100.00% |
03.05.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 117'846 | 75'000 | 121'740 | 75'000 | 42'122 CHF | 26'718 CHF | 88.33% | 88.33% |
02.05.2024 | 3.16% | 0.32 CHF | 0.33 CHF | 129'770 | 75'000 | 131'115 | 75'000 | 40'794 CHF | 24'087 CHF | 99.40% | 99.40% |
30.04.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 130'216 | 75'000 | 124'971 | 75'000 | 41'423 CHF | 25'613 CHF | 100.00% | 100.00% |