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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 95'171 | 49'476 | 52'126 CHF | 27'623 CHF | 97.89% | 97.89% |
13.05.2024 | 1.94% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 89'552 | 49'251 | 50'870 CHF | 28'490 CHF | 100.00% | 100.00% |
10.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'733 CHF | 29'796 CHF | 97.98% | 97.98% |
08.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 85'334 | 50'000 | 53'235 CHF | 31'709 CHF | 100.00% | 100.00% |
07.05.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 83'417 | 50'000 | 53'084 CHF | 32'369 CHF | 99.98% | 99.98% |
06.05.2024 | 2.49% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 73'158 | 46'075 | 46'386 CHF | 29'723 CHF | 100.00% | 100.00% |
03.05.2024 | 3.00% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 69'166 | 43'726 | 44'138 CHF | 28'423 CHF | 95.16% | 95.16% |
02.05.2024 | 2.12% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 75'149 | 47'228 | 49'536 CHF | 31'639 CHF | 99.47% | 99.47% |
30.04.2024 | 1.95% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 75'972 | 47'698 | 51'899 CHF | 33'090 CHF | 99.20% | 99.20% |
29.04.2024 | 1.42% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 78'665 | 50'000 | 54'832 CHF | 35'372 CHF | 99.98% | 99.98% |