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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 110'003 | 25'000 | 51'850 CHF | 12'034 CHF | 100.00% | 100.00% |
10.05.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 119'945 | 25'000 | 53'179 CHF | 11'334 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 115'326 | 25'000 | 52'101 CHF | 11'572 CHF | 100.00% | 100.00% |
07.05.2024 | 2.65% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 115'771 | 21'459 | 52'456 CHF | 9'967 CHF | 98.91% | 98.91% |
06.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 99'534 | 24'933 | 50'808 CHF | 12'977 CHF | 100.00% | 100.00% |
03.05.2024 | 3.08% | 0.53 CHF | 0.55 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'656 CHF | 6'864 CHF | 98.63% | 98.63% |
02.05.2024 | 3.05% | 0.54 CHF | 0.55 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'603 CHF | 6'807 CHF | 99.13% | 99.13% |
30.04.2024 | 3.00% | 0.52 CHF | 0.54 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'683 CHF | 6'886 CHF | 100.00% | 100.00% |
29.04.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 81'005 | 25'000 | 51'128 CHF | 16'033 CHF | 100.00% | 100.00% |
26.04.2024 | 1.52% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'225 CHF | 16'570 CHF | 99.27% | 99.27% |