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 | 2.25% | 1.17 CHF | 1.19 CHF | 50'000 | 50'000 | 50'044 | 49'410 | 53'561 CHF | 54'082 CHF | 94.24% | 94.24% |
14.05.2024 | 3.86% | 0.92 CHF | 0.95 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'244 CHF | 22'076 CHF | 79.08% | 79.08% |
13.05.2024 | 3.81% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 86'428 | 50'000 | 53'138 CHF | 31'972 CHF | 97.43% | 97.43% |
10.05.2024 | 3.70% | 0.64 CHF | 0.66 CHF | 80'000 | 50'000 | 85'428 | 50'000 | 52'749 CHF | 32'097 CHF | 98.74% | 98.74% |
08.05.2024 | 3.63% | 0.59 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'955 CHF | 30'508 CHF | 98.79% | 98.79% |
07.05.2024 | 2.56% | 0.59 CHF | 0.61 CHF | 90'000 | 50'000 | 96'970 | 50'000 | 52'901 CHF | 28'030 CHF | 84.98% | 84.98% |
06.05.2024 | 2.75% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 105'587 | 50'000 | 52'078 CHF | 25'368 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 99'000 | 50'000 | 52'905 CHF | 27'345 CHF | 96.68% | 96.68% |
02.05.2024 | 2.87% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 116'134 | 50'000 | 52'444 CHF | 23'272 CHF | 99.13% | 99.13% |
30.04.2024 | 3.13% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 125'639 | 50'000 | 52'169 CHF | 21'441 CHF | 90.00% | 90.00% |