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 | 5.17% | 0.37 CHF | 0.39 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 14'561 CHF | 15'331 CHF | 95.62% | 96.88% |
13.05.2024 | 2.44% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 51'951 CHF | 33'271 CHF | 95.94% | 95.94% |
10.05.2024 | 2.24% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 109'838 | 74'827 | 52'663 CHF | 36'688 CHF | 67.67% | 80.90% |
08.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 113'487 | 75'000 | 52'507 CHF | 35'538 CHF | 58.65% | 58.65% |
07.05.2024 | 2.57% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 112'405 | 71'548 | 48'640 CHF | 31'736 CHF | 95.74% | 95.74% |
06.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'527 CHF | 33'605 CHF | 97.25% | 97.25% |
03.05.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'509 | 75'000 | 52'312 CHF | 33'600 CHF | 94.75% | 94.75% |
02.05.2024 | 2.36% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 121'789 | 74'918 | 51'841 CHF | 32'677 CHF | 95.65% | 99.13% |
30.04.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 127'479 | 75'000 | 52'183 CHF | 31'522 CHF | 98.20% | 98.20% |
29.04.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 109'851 | 75'000 | 51'855 CHF | 36'215 CHF | 98.61% | 98.61% |