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 | 2.85% | 0.24 CHF | 0.25 CHF | 210'000 | 30'000 | 149'086 | 28'638 | 51'625 CHF | 10'452 CHF | 24.27% | 98.06% |
14.05.2024 | 1.28% | 0.68 CHF | 0.74 CHF | 80'000 | 30'000 | 69'834 | 17'807 | 54'215 CHF | 13'964 CHF | 93.27% | 97.90% |
13.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70'000 | 30'000 | 70'509 | 18'319 | 53'736 CHF | 14'189 CHF | 99.82% | 99.82% |
10.05.2024 | 1.23% | 0.90 CHF | 0.91 CHF | 60'000 | 30'000 | 67'328 | 18'191 | 54'364 CHF | 14'979 CHF | 98.64% | 98.64% |
08.05.2024 | 0.98% | 0.98 CHF | 0.99 CHF | 60'000 | 30'000 | 55'779 | 18'308 | 56'334 CHF | 18'730 CHF | 99.93% | 99.93% |
07.05.2024 | 1.00% | 0.88 CHF | 0.89 CHF | 60'000 | 30'000 | 54'081 | 18'320 | 53'720 CHF | 18'257 CHF | 99.76% | 99.76% |
06.05.2024 | 0.82% | 1.16 CHF | 1.17 CHF | 50'000 | 30'000 | 47'178 | 18'313 | 57'380 CHF | 22'271 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 1.49 CHF | 1.50 CHF | 40'000 | 30'000 | 33'320 | 18'425 | 53'941 CHF | 29'625 CHF | 95.48% | 95.48% |
02.05.2024 | 0.47% | 2.14 CHF | 2.15 CHF | 30'000 | 30'000 | 30'000 | 18'341 | 63'710 CHF | 39'514 CHF | 98.81% | 98.81% |
30.04.2024 | 0.63% | 1.79 CHF | 1.80 CHF | 30'000 | 30'000 | 39'041 | 18'222 | 61'825 CHF | 29'220 CHF | 99.13% | 99.13% |