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 | 9.30% | 0.23 CHF | 0.26 CHF | 124'170 | 50'000 | 125'026 | 49'760 | 28'694 CHF | 12'533 CHF | 98.90% | 98.90% |
14.05.2024 | 8.77% | 0.21 CHF | 0.23 CHF | 129'564 | 50'000 | 129'023 | 50'000 | 27'790 CHF | 11'768 CHF | 100.00% | 100.00% |
13.05.2024 | 7.37% | 0.19 CHF | 0.20 CHF | 136'442 | 50'000 | 133'367 | 50'000 | 27'007 CHF | 10'927 CHF | 100.00% | 100.00% |
10.05.2024 | 8.07% | 0.21 CHF | 0.22 CHF | 133'415 | 50'000 | 127'625 | 50'000 | 29'146 CHF | 12'402 CHF | 100.00% | 100.00% |
08.05.2024 | 6.83% | 0.21 CHF | 0.23 CHF | 132'398 | 50'000 | 129'815 | 50'000 | 29'037 CHF | 12'048 CHF | 98.83% | 98.83% |
07.05.2024 | 5.49% | 0.23 CHF | 0.25 CHF | 129'564 | 50'000 | 132'879 | 50'000 | 28'364 CHF | 11'282 CHF | 97.06% | 97.06% |
06.05.2024 | 6.02% | 0.20 CHF | 0.21 CHF | 139'380 | 50'000 | 135'744 | 50'000 | 28'316 CHF | 11'083 CHF | 100.00% | 100.00% |
03.05.2024 | 5.21% | 0.23 CHF | 0.24 CHF | 132'441 | 50'000 | 134'185 | 50'000 | 29'817 CHF | 11'723 CHF | 97.94% | 97.94% |
02.05.2024 | 5.36% | 0.20 CHF | 0.21 CHF | 143'409 | 50'000 | 140'509 | 50'000 | 29'340 CHF | 11'019 CHF | 99.40% | 99.40% |
30.04.2024 | 7.77% | 0.23 CHF | 0.24 CHF | 133'520 | 50'000 | 130'341 | 50'000 | 29'654 CHF | 12'304 CHF | 97.17% | 97.17% |