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 | 7.17% | 0.32 CHF | 0.35 CHF | 113'801 | 50'000 | 113'053 | 50'000 | 37'347 CHF | 17'747 CHF | 94.19% | 94.19% |
10.05.2024 | 6.55% | 0.33 CHF | 0.35 CHF | 113'659 | 50'000 | 114'976 | 50'000 | 36'828 CHF | 17'100 CHF | 95.65% | 95.65% |
08.05.2024 | 7.33% | 0.32 CHF | 0.35 CHF | 114'345 | 50'000 | 121'200 | 50'000 | 34'241 CHF | 15'241 CHF | 98.35% | 98.35% |
07.05.2024 | 9.02% | 0.24 CHF | 0.27 CHF | 125'994 | 50'000 | 128'415 | 50'000 | 30'366 CHF | 12'940 CHF | 98.88% | 98.88% |
06.05.2024 | 8.01% | 0.22 CHF | 0.25 CHF | 130'227 | 50'000 | 132'224 | 50'000 | 29'276 CHF | 12'011 CHF | 93.02% | 93.02% |
03.05.2024 | 13.05% | 0.22 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'565 CHF | 6'341 CHF | 96.72% | 96.72% |
02.05.2024 | 6.77% | 0.20 CHF | 0.22 CHF | 138'214 | 50'000 | 136'533 | 50'000 | 28'299 CHF | 11'090 CHF | 88.43% | 88.43% |
30.04.2024 | 5.60% | 0.20 CHF | 0.21 CHF | 141'174 | 50'000 | 137'080 | 50'000 | 28'755 CHF | 11'108 CHF | 78.64% | 78.64% |
29.04.2024 | 7.14% | 0.22 CHF | 0.23 CHF | 135'959 | 50'000 | 134'499 | 50'000 | 30'002 CHF | 11'993 CHF | 94.79% | 94.79% |
26.04.2024 | 7.92% | 0.23 CHF | 0.25 CHF | 132'801 | 50'000 | 131'902 | 50'000 | 31'099 CHF | 12'764 CHF | 96.81% | 96.81% |