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 | 1.63% | 0.64 CHF | 0.65 CHF | 80'000 | 60'000 | 89'612 | 36'547 | 54'408 CHF | 22'492 CHF | 99.19% | 99.19% |
14.05.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 90'000 | 60'000 | 90'160 | 36'546 | 50'971 CHF | 21'053 CHF | 98.91% | 98.91% |
13.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 60'000 | 98'180 | 36'496 | 52'542 CHF | 20'095 CHF | 99.57% | 99.57% |
10.05.2024 | 1.61% | 0.57 CHF | 0.58 CHF | 90'000 | 60'000 | 85'171 | 36'394 | 52'410 CHF | 22'581 CHF | 98.60% | 98.60% |
08.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 60'000 | 100'097 | 36'292 | 51'703 CHF | 19'164 CHF | 98.51% | 98.51% |
07.05.2024 | 2.00% | 0.51 CHF | 0.52 CHF | 100'000 | 60'000 | 105'998 | 36'471 | 52'397 CHF | 18'489 CHF | 97.43% | 97.43% |
06.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 100'000 | 60'000 | 100'000 | 36'481 | 51'263 CHF | 19'083 CHF | 98.41% | 98.41% |
03.05.2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110'000 | 60'000 | 109'541 | 36'225 | 52'658 CHF | 17'669 CHF | 98.28% | 98.28% |
02.05.2024 | 2.17% | 0.48 CHF | 0.49 CHF | 110'000 | 60'000 | 114'395 | 36'821 | 52'151 CHF | 17'231 CHF | 95.23% | 95.23% |
30.04.2024 | 1.69% | 0.55 CHF | 0.56 CHF | 100'000 | 60'000 | 90'242 | 36'309 | 52'823 CHF | 21'532 CHF | 98.77% | 98.77% |