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 | 5.00% | 0.22 CHF | 0.23 CHF | 80'646 | 50'000 | 81'971 | 49'495 | 17'538 CHF | 11'130 CHF | 98.90% | 98.90% |
14.05.2024 | 4.71% | 0.22 CHF | 0.23 CHF | 79'323 | 50'000 | 82'401 | 50'000 | 17'752 CHF | 11'296 CHF | 100.00% | 100.00% |
13.05.2024 | 5.73% | 0.20 CHF | 0.21 CHF | 86'761 | 50'000 | 87'872 | 50'000 | 17'165 CHF | 10'347 CHF | 100.00% | 100.00% |
10.05.2024 | 5.86% | 0.22 CHF | 0.23 CHF | 81'434 | 50'000 | 85'299 | 50'000 | 17'428 CHF | 10'855 CHF | 100.00% | 100.00% |
08.05.2024 | 6.01% | 0.18 CHF | 0.19 CHF | 90'123 | 50'000 | 93'389 | 50'000 | 16'168 CHF | 9'199 CHF | 100.00% | 100.00% |
07.05.2024 | 7.49% | 0.16 CHF | 0.18 CHF | 97'367 | 50'000 | 106'643 | 50'000 | 14'943 CHF | 7'578 CHF | 96.43% | 96.43% |
06.05.2024 | 6.52% | 0.17 CHF | 0.18 CHF | 95'036 | 50'000 | 98'602 | 50'000 | 16'456 CHF | 8'909 CHF | 100.00% | 100.00% |
03.05.2024 | 8.07% | 0.15 CHF | 0.16 CHF | 101'550 | 50'000 | 103'984 | 50'000 | 15'489 CHF | 8'093 CHF | 97.93% | 97.93% |
02.05.2024 | 7.63% | 0.14 CHF | 0.15 CHF | 112'031 | 50'000 | 117'164 | 50'000 | 15'223 CHF | 7'030 CHF | 99.40% | 99.40% |
30.04.2024 | 9.00% | 0.12 CHF | 0.13 CHF | 118'569 | 50'000 | 124'838 | 50'000 | 14'798 CHF | 6'507 CHF | 100.00% | 100.00% |