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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.72% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 73'257 | 48'033 | 52'058 CHF | 34'719 CHF | 100.00% | 100.00% |
13.05.2024 | 2.74% | 0.70 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'985 CHF | 18'485 CHF | 100.00% | 100.00% |
10.05.2024 | 3.00% | 0.65 CHF | 0.67 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 24'662 CHF | 25'412 CHF | 98.77% | 98.77% |
08.05.2024 | 4.09% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 26'767 | 25'747 | 14'801 CHF | 14'744 CHF | 98.88% | 98.88% |
07.05.2024 | 1.88% | 0.68 CHF | 0.70 CHF | 80'000 | 75'000 | 80'752 | 75'000 | 53'812 CHF | 50'960 CHF | 98.93% | 98.93% |
06.05.2024 | 1.53% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 81'728 | 50'000 | 52'987 CHF | 32'952 CHF | 100.00% | 100.00% |
03.05.2024 | 1.51% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 81'284 | 75'000 | 53'579 CHF | 50'241 CHF | 98.64% | 98.64% |
02.05.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 103'964 | 75'000 | 52'022 CHF | 38'383 CHF | 99.13% | 99.13% |
30.04.2024 | 1.99% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 102'805 | 75'000 | 51'124 CHF | 38'093 CHF | 100.00% | 100.00% |
29.04.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 102'372 | 75'000 | 51'048 CHF | 38'168 CHF | 100.00% | 100.00% |