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 | 9.30% | 0.27 CHF | 0.30 CHF | 60'000 | 60'000 | 59'892 | 59'892 | 18'573 CHF | 20'373 CHF | 100.00% | 100.00% |
14.05.2024 | 8.79% | 0.32 CHF | 0.35 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 19'598 CHF | 21'398 CHF | 99.81% | 99.81% |
13.05.2024 | 7.54% | 0.38 CHF | 0.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'967 CHF | 24'767 CHF | 100.00% | 100.00% |
10.05.2024 | 7.85% | 0.39 CHF | 0.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 22'055 CHF | 23'855 CHF | 100.00% | 100.00% |
08.05.2024 | 6.96% | 0.41 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'982 CHF | 26'782 CHF | 99.77% | 99.77% |
07.05.2024 | 7.90% | 0.36 CHF | 0.39 CHF | 60'000 | 60'000 | 59'962 | 59'962 | 21'944 CHF | 23'744 CHF | 98.43% | 98.43% |
06.05.2024 | 6.82% | 0.41 CHF | 0.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'498 CHF | 27'298 CHF | 100.00% | 100.00% |
03.05.2024 | 5.30% | 0.52 CHF | 0.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 33'057 CHF | 34'857 CHF | 99.89% | 99.89% |
02.05.2024 | 5.64% | 0.55 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 31'050 CHF | 32'850 CHF | 99.56% | 99.56% |
30.04.2024 | 5.81% | 0.54 CHF | 0.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 30'099 CHF | 31'899 CHF | 100.00% | 100.00% |