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 | 1.46% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 79'950 | 49'752 | 54'603 CHF | 34'474 CHF | 98.95% | 98.95% |
14.05.2024 | 1.57% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 84'579 | 50'000 | 53'471 CHF | 32'195 CHF | 97.15% | 97.15% |
13.05.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 98'134 | 50'000 | 53'959 CHF | 28'013 CHF | 100.00% | 100.00% |
10.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 94'871 | 50'000 | 52'704 CHF | 28'299 CHF | 94.82% | 94.82% |
08.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 96'437 | 50'000 | 53'401 CHF | 28'207 CHF | 99.32% | 99.32% |
07.05.2024 | 1.91% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'785 CHF | 26'392 CHF | 99.98% | 99.98% |
06.05.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 102'007 | 49'867 | 51'205 CHF | 25'547 CHF | 100.00% | 100.00% |
03.05.2024 | 3.31% | 0.45 CHF | 0.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'343 CHF | 11'724 CHF | 94.77% | 94.77% |
02.05.2024 | 3.38% | 0.47 CHF | 0.49 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 16'793 CHF | 17'370 CHF | 98.87% | 99.09% |
30.04.2024 | 3.17% | 0.40 CHF | 0.41 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 18'704 CHF | 19'286 CHF | 75.83% | 75.95% |