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 | 2.73% | 0.97 CHF | 0.99 CHF | 60'000 | 50'000 | 62'392 | 49'412 | 54'403 CHF | 44'366 CHF | 94.55% | 94.55% |
14.05.2024 | 5.07% | 0.73 CHF | 0.76 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'344 CHF | 17'189 CHF | 88.27% | 88.27% |
13.05.2024 | 3.04% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 116'652 | 50'000 | 51'960 CHF | 22'983 CHF | 97.43% | 97.43% |
10.05.2024 | 2.90% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 116'178 | 50'000 | 52'099 CHF | 23'134 CHF | 98.68% | 98.68% |
08.05.2024 | 3.25% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 120'885 | 50'000 | 51'308 CHF | 21'929 CHF | 98.79% | 98.79% |
07.05.2024 | 3.34% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 133'269 | 50'000 | 51'613 CHF | 20'072 CHF | 84.22% | 84.22% |
06.05.2024 | 3.90% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 151'617 | 50'000 | 51'770 CHF | 17'760 CHF | 100.00% | 100.00% |
03.05.2024 | 3.43% | 0.37 CHF | 0.38 CHF | 140'000 | 50'000 | 136'572 | 50'000 | 51'938 CHF | 19'702 CHF | 96.73% | 96.73% |
02.05.2024 | 3.97% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 166'972 | 50'000 | 52'068 CHF | 16'246 CHF | 99.13% | 99.13% |
30.04.2024 | 4.64% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 181'241 | 50'000 | 50'965 CHF | 14'745 CHF | 90.36% | 90.36% |