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 | 1.89% | 0.54 CHF | 0.55 CHF | 50'000 | 50'000 | 49'910 | 49'910 | 26'207 CHF | 26'707 CHF | 100.00% | 100.00% |
14.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 50'000 | 50'000 | 49'971 | 49'971 | 23'978 CHF | 24'478 CHF | 100.00% | 100.00% |
13.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 23'185 CHF | 23'685 CHF | 99.27% | 99.27% |
10.05.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 23'626 CHF | 24'226 CHF | 100.00% | 100.00% |
08.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 18'755 CHF | 19'355 CHF | 99.25% | 99.25% |
07.05.2024 | 3.77% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 61'507 | 61'507 | 16'033 CHF | 16'649 CHF | 97.37% | 97.37% |
06.05.2024 | 3.49% | 0.29 CHF | 0.30 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'721 CHF | 20'421 CHF | 100.00% | 100.00% |
03.05.2024 | 3.49% | 0.27 CHF | 0.28 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 19'738 CHF | 20'438 CHF | 99.98% | 99.98% |
02.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 16'287 CHF | 16'887 CHF | 99.99% | 99.99% |
30.04.2024 | 3.31% | 0.30 CHF | 0.31 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 17'854 CHF | 18'454 CHF | 100.00% | 100.00% |