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 | 1.79% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 99'823 | 99'823 | 63'976 CHF | 65'026 CHF | 58.37% | 98.54% |
13.05.2024 | - | 0.90 CHF | 0.83 CHF | 194'000 | 3'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.49% |
10.05.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 89'487 | 89'487 | 60'917 CHF | 61'814 CHF | 100.00% | 100.00% |
08.05.2024 | 1.72% | 0.62 CHF | 0.63 CHF | 200'000 | 200'000 | 94'967 | 94'967 | 56'541 CHF | 57'493 CHF | 99.13% | 99.13% |
07.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 200'000 | 200'000 | 89'409 | 89'409 | 58'632 CHF | 59'528 CHF | 99.83% | 99.83% |
06.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 200'000 | 200'000 | 89'496 | 89'496 | 66'379 CHF | 67'276 CHF | 100.00% | 100.00% |
03.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 200'000 | 200'000 | 89'563 | 89'563 | 64'117 CHF | 65'014 CHF | 99.68% | 99.68% |
02.05.2024 | 1.73% | 0.64 CHF | 0.65 CHF | 200'000 | 200'000 | 96'359 | 96'359 | 56'857 CHF | 57'822 CHF | 99.99% | 99.99% |
30.04.2024 | 2.09% | 0.45 CHF | 0.46 CHF | 220'000 | 220'000 | 96'607 | 96'607 | 46'087 CHF | 47'055 CHF | 100.00% | 100.00% |
29.04.2024 | 2.05% | 0.51 CHF | 0.52 CHF | 220'000 | 220'000 | 89'886 | 89'886 | 44'354 CHF | 45'255 CHF | 99.81% | 99.81% |