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 | 3.90% | 0.30 CHF | 0.31 CHF | 151'534 | 50'000 | 130'146 | 49'474 | 50'958 CHF | 20'407 CHF | 98.83% | 98.83% |
14.05.2024 | 3.73% | 0.54 CHF | 0.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'329 CHF | 15'906 CHF | 95.23% | 95.23% |
13.05.2024 | 1.58% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'709 CHF | 44'623 CHF | 100.00% | 100.00% |
10.05.2024 | 1.50% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'004 | 50'000 | 52'792 CHF | 44'655 CHF | 100.00% | 100.00% |
08.05.2024 | 1.38% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'195 CHF | 46'633 CHF | 100.00% | 100.00% |
07.05.2024 | 1.37% | 0.90 CHF | 0.92 CHF | 60'000 | 50'000 | 58'042 | 50'000 | 55'882 CHF | 48'869 CHF | 98.93% | 98.93% |
06.05.2024 | 1.19% | 1.02 CHF | 1.03 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 51'644 CHF | 52'262 CHF | 100.00% | 100.00% |
03.05.2024 | 1.35% | 1.00 CHF | 1.01 CHF | 50'000 | 50'000 | 54'415 | 50'000 | 54'025 CHF | 50'381 CHF | 98.63% | 98.63% |
02.05.2024 | 1.22% | 1.08 CHF | 1.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 54'956 CHF | 55'629 CHF | 99.13% | 99.13% |
30.04.2024 | 1.16% | 1.15 CHF | 1.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'453 CHF | 58'124 CHF | 99.98% | 99.98% |