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 | 2.72% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 102'488 | 74'530 | 51'645 CHF | 38'620 CHF | 98.33% | 98.33% |
14.05.2024 | 2.74% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 111'124 | 75'000 | 51'921 CHF | 36'031 CHF | 99.23% | 99.23% |
13.05.2024 | 2.64% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 106'646 | 75'000 | 51'306 CHF | 37'166 CHF | 100.00% | 100.00% |
10.05.2024 | 3.01% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 120'900 | 75'000 | 52'407 CHF | 33'544 CHF | 98.78% | 98.78% |
08.05.2024 | 3.68% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 146'484 | 75'000 | 51'902 CHF | 27'638 CHF | 100.00% | 100.00% |
07.05.2024 | 3.07% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 128'134 | 75'000 | 52'139 CHF | 31'493 CHF | 98.86% | 98.86% |
06.05.2024 | 3.78% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 147'698 | 75'000 | 51'514 CHF | 27'197 CHF | 100.00% | 100.00% |
03.05.2024 | 3.04% | 0.33 CHF | 0.35 CHF | 160'000 | 100'000 | 153'157 | 100'000 | 51'926 CHF | 34'998 CHF | 92.72% | 92.72% |
02.05.2024 | 3.68% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 192'373 | 100'000 | 51'291 CHF | 27'747 CHF | 99.13% | 99.13% |
30.04.2024 | 4.84% | 0.20 CHF | 0.21 CHF | 250'000 | 100'000 | 249'860 | 100'000 | 50'343 CHF | 21'181 CHF | 98.43% | 98.43% |