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 | 1.78% | 0.57 CHF | 0.58 CHF | 90'000 | 90'000 | 89'833 | 89'833 | 50'108 CHF | 51'008 CHF | 100.00% | 100.00% |
14.05.2024 | 1.87% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 89'946 | 89'946 | 47'763 CHF | 48'663 CHF | 99.99% | 99.99% |
13.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 44'602 CHF | 45'502 CHF | 99.45% | 99.45% |
10.05.2024 | 2.45% | 0.46 CHF | 0.47 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 36'321 CHF | 37'221 CHF | 100.00% | 100.00% |
08.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 31'060 CHF | 32'160 CHF | 98.93% | 98.93% |
07.05.2024 | 5.97% | 0.21 CHF | 0.22 CHF | 160'000 | 160'000 | 161'309 | 161'309 | 27'186 CHF | 28'801 CHF | 99.83% | 99.83% |
06.05.2024 | 7.80% | 0.10 CHF | 0.11 CHF | 170'000 | 170'000 | 169'987 | 169'987 | 21'200 CHF | 22'900 CHF | 99.99% | 99.99% |
03.05.2024 | 7.25% | 0.10 CHF | 0.11 CHF | 130'000 | 130'000 | 128'966 | 128'966 | 17'344 CHF | 18'634 CHF | 99.91% | 99.91% |
02.05.2024 | 5.63% | 0.16 CHF | 0.17 CHF | 130'000 | 130'000 | 129'960 | 129'960 | 22'643 CHF | 23'943 CHF | 95.53% | 95.53% |
30.04.2024 | 5.50% | 0.19 CHF | 0.20 CHF | 130'000 | 130'000 | 130'405 | 130'405 | 23'198 CHF | 24'503 CHF | 99.91% | 99.91% |