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 | 2.09% | 0.81 CHF | 0.83 CHF | 70'000 | 50'000 | 66'459 | 48'033 | 53'332 CHF | 39'348 CHF | 99.98% | 99.98% |
13.05.2024 | 2.43% | 0.80 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'348 CHF | 20'848 CHF | 100.00% | 100.00% |
10.05.2024 | 2.63% | 0.74 CHF | 0.76 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 28'144 CHF | 28'894 CHF | 98.77% | 98.77% |
08.05.2024 | 3.36% | 0.64 CHF | 0.66 CHF | 25'000 | 25'000 | 26'468 | 25'747 | 17'074 CHF | 17'113 CHF | 98.88% | 98.88% |
07.05.2024 | 1.60% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'366 | 75'000 | 57'220 CHF | 57'876 CHF | 98.93% | 98.93% |
06.05.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 71'686 | 50'000 | 53'139 CHF | 37'601 CHF | 100.00% | 100.00% |
03.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 75'000 | 75'000 | 75'641 | 75'000 | 56'804 CHF | 57'103 CHF | 98.63% | 98.63% |
02.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 88'541 | 75'000 | 52'473 CHF | 45'303 CHF | 99.12% | 99.12% |
30.04.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'094 | 75'000 | 53'223 CHF | 45'059 CHF | 100.00% | 100.00% |
29.04.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'133 CHF | 45'028 CHF | 100.00% | 100.00% |