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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.06% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 98'315 | 49'251 | 52'528 CHF | 26'816 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 96'347 | 50'000 | 53'232 CHF | 28'139 CHF | 95.33% | 95.33% |
08.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'259 CHF | 30'088 CHF | 100.00% | 100.00% |
07.05.2024 | 1.64% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'432 CHF | 30'740 CHF | 99.98% | 99.98% |
06.05.2024 | 2.62% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 82'150 | 46'075 | 49'423 CHF | 28'226 CHF | 100.00% | 100.00% |
03.05.2024 | 3.32% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 75'970 | 43'062 | 45'884 CHF | 26'529 CHF | 97.07% | 97.07% |
02.05.2024 | 2.24% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 78'415 | 47'209 | 49'086 CHF | 30'075 CHF | 98.80% | 98.80% |
30.04.2024 | 2.05% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 75'972 | 47'698 | 49'443 CHF | 31'547 CHF | 99.20% | 99.20% |
29.04.2024 | 1.49% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'162 CHF | 33'726 CHF | 99.98% | 99.98% |
26.04.2024 | 2.18% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 73'990 | 46'566 | 51'040 CHF | 32'631 CHF | 95.45% | 95.45% |