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 | 3.51% | 0.77 CHF | 0.80 CHF | 70'000 | 50'000 | 78'103 | 49'417 | 52'929 CHF | 34'827 CHF | 95.38% | 95.38% |
14.05.2024 | 5.83% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'845 CHF | 12'560 CHF | 88.90% | 88.90% |
13.05.2024 | 4.29% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 173'675 | 50'000 | 51'824 CHF | 15'594 CHF | 97.43% | 97.43% |
10.05.2024 | 4.08% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 171'803 | 50'000 | 51'956 CHF | 15'799 CHF | 98.74% | 98.74% |
08.05.2024 | 5.03% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 180'275 | 50'000 | 51'313 CHF | 14'968 CHF | 98.79% | 98.79% |
07.05.2024 | 4.82% | 0.29 CHF | 0.30 CHF | 180'000 | 50'000 | 199'405 | 50'000 | 50'795 CHF | 13'413 CHF | 82.64% | 82.64% |
06.05.2024 | 5.71% | 0.23 CHF | 0.24 CHF | 220'000 | 50'000 | 231'426 | 50'000 | 50'546 CHF | 11'571 CHF | 100.00% | 100.00% |
03.05.2024 | 4.69% | 0.24 CHF | 0.26 CHF | 210'000 | 50'000 | 200'783 | 50'000 | 50'772 CHF | 13'273 CHF | 96.72% | 96.72% |
02.05.2024 | 6.11% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 252'253 | 50'000 | 50'368 CHF | 10'644 CHF | 98.55% | 98.55% |
30.04.2024 | 6.50% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 284'952 | 50'000 | 50'737 CHF | 9'517 CHF | 90.36% | 90.36% |