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 | 10.08% | 0.01 CHF | 0.08 CHF | 50'000 | 50'000 | 154'845 | 49'302 | 23'378 CHF | 8'207 CHF | 79.34% | 81.68% |
14.05.2024 | 6.73% | 0.27 CHF | 0.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'608 CHF | 9'192 CHF | 95.49% | 95.49% |
13.05.2024 | 2.26% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 88'404 | 50'000 | 53'810 CHF | 31'150 CHF | 100.00% | 100.00% |
10.05.2024 | 2.05% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 86'415 | 50'000 | 52'702 CHF | 31'192 CHF | 100.00% | 100.00% |
08.05.2024 | 2.03% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'037 CHF | 33'189 CHF | 100.00% | 100.00% |
07.05.2024 | 1.93% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 77'214 | 50'000 | 53'596 CHF | 35'443 CHF | 98.79% | 98.79% |
06.05.2024 | 1.80% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'432 CHF | 38'857 CHF | 100.00% | 100.00% |
03.05.2024 | 1.85% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 72'059 | 50'000 | 52'118 CHF | 36'881 CHF | 98.63% | 98.63% |
02.05.2024 | 1.70% | 0.81 CHF | 0.82 CHF | 70'000 | 50'000 | 66'982 | 50'000 | 55'506 CHF | 42'200 CHF | 99.13% | 99.13% |
30.04.2024 | 1.39% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'023 | 50'000 | 52'865 CHF | 44'653 CHF | 100.00% | 100.00% |