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 | 3.91% | 1.06 CHF | 1.11 CHF | 50'000 | 25'000 | 50'000 | 25'000 | 53'267 CHF | 27'695 CHF | 99.13% | 99.13% |
13.05.2024 | 3.37% | 1.06 CHF | 1.10 CHF | 50'000 | 25'000 | 53'040 | 25'000 | 54'065 CHF | 26'474 CHF | 99.38% | 99.38% |
10.05.2024 | 3.12% | 0.88 CHF | 0.91 CHF | 60'000 | 50'000 | 65'115 | 50'000 | 53'929 CHF | 42'867 CHF | 99.42% | 99.42% |
08.05.2024 | 3.27% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 82'998 | 50'000 | 52'748 CHF | 32'871 CHF | 98.83% | 98.83% |
07.05.2024 | 4.29% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 102'846 | 50'000 | 51'823 CHF | 26'337 CHF | 97.06% | 97.06% |
06.05.2024 | 3.77% | 0.56 CHF | 0.58 CHF | 90'000 | 50'000 | 98'169 | 50'000 | 53'162 CHF | 28'134 CHF | 100.00% | 100.00% |
03.05.2024 | 3.64% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 99'215 | 50'000 | 53'572 CHF | 28'007 CHF | 97.94% | 97.94% |
02.05.2024 | 4.27% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 100'771 | 50'000 | 52'082 CHF | 26'980 CHF | 99.40% | 99.40% |
30.04.2024 | 3.89% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'235 CHF | 30'169 CHF | 99.37% | 99.37% |
29.04.2024 | 3.63% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 94'748 | 50'000 | 52'485 CHF | 28'738 CHF | 100.00% | 100.00% |