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 | 1.28% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 49'752 | 54'390 CHF | 39'151 CHF | 98.95% | 98.95% |
14.05.2024 | 1.40% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 75'375 | 50'000 | 53'553 CHF | 36'155 CHF | 97.33% | 97.33% |
13.05.2024 | 1.68% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 89'332 | 50'000 | 52'784 CHF | 30'060 CHF | 100.00% | 100.00% |
10.05.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 89'827 | 50'000 | 53'903 CHF | 30'507 CHF | 100.00% | 100.00% |
08.05.2024 | 1.66% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 89'656 | 50'000 | 53'623 CHF | 30'411 CHF | 100.00% | 100.00% |
07.05.2024 | 1.82% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 97'361 | 50'000 | 52'916 CHF | 27'701 CHF | 99.98% | 99.98% |
06.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'528 | 49'867 | 52'122 CHF | 26'366 CHF | 100.00% | 100.00% |
03.05.2024 | 3.56% | 0.44 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'107 CHF | 11'510 CHF | 98.11% | 98.11% |
02.05.2024 | 3.37% | 0.47 CHF | 0.49 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 16'244 CHF | 16'798 CHF | 99.13% | 99.13% |
30.04.2024 | 3.34% | 0.34 CHF | 0.36 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 19'100 CHF | 19'669 CHF | 99.88% | 99.88% |