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 | 6.03% | 0.31 CHF | 0.33 CHF | 83'364 | 50'000 | 83'277 | 50'000 | 26'659 CHF | 17'002 CHF | 100.00% | 100.00% |
10.05.2024 | 6.21% | 0.32 CHF | 0.34 CHF | 83'219 | 50'000 | 82'482 | 50'000 | 25'628 CHF | 16'533 CHF | 95.95% | 95.95% |
08.05.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 85'748 | 50'000 | 86'878 | 50'000 | 24'285 CHF | 14'484 CHF | 98.86% | 98.86% |
07.05.2024 | 4.09% | 0.27 CHF | 0.28 CHF | 87'564 | 50'000 | 94'453 | 50'000 | 22'702 CHF | 12'565 CHF | 96.43% | 96.43% |
06.05.2024 | 4.82% | 0.20 CHF | 0.21 CHF | 100'611 | 50'000 | 101'764 | 50'000 | 20'649 CHF | 10'648 CHF | 100.00% | 100.00% |
03.05.2024 | 5.53% | 0.19 CHF | 0.20 CHF | 104'887 | 75'000 | 111'011 | 75'000 | 19'551 CHF | 13'989 CHF | 88.33% | 88.33% |
02.05.2024 | 6.85% | 0.15 CHF | 0.16 CHF | 124'933 | 75'000 | 127'951 | 75'000 | 18'047 CHF | 11'331 CHF | 99.40% | 99.40% |
30.04.2024 | 5.92% | 0.14 CHF | 0.15 CHF | 123'933 | 75'000 | 117'854 | 75'000 | 19'356 CHF | 13'071 CHF | 100.00% | 100.00% |
29.04.2024 | 5.71% | 0.17 CHF | 0.18 CHF | 117'483 | 75'000 | 114'928 | 75'000 | 19'581 CHF | 13'530 CHF | 100.00% | 100.00% |
26.04.2024 | 6.06% | 0.17 CHF | 0.18 CHF | 119'164 | 75'000 | 120'857 | 75'000 | 19'359 CHF | 12'766 CHF | 99.22% | 99.22% |