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 | 1.40% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 57'458 | 48'184 | 51'666 CHF | 43'906 CHF | 99.35% | 99.35% |
13.05.2024 | 2.18% | 0.89 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'676 CHF | 23'176 CHF | 100.00% | 100.00% |
10.05.2024 | 2.34% | 0.84 CHF | 0.86 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 31'669 CHF | 32'419 CHF | 98.77% | 98.77% |
08.05.2024 | 2.92% | 0.73 CHF | 0.75 CHF | 25'000 | 25'000 | 26'344 | 25'747 | 19'490 CHF | 19'561 CHF | 98.88% | 98.88% |
07.05.2024 | 1.44% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 64'101 CHF | 65'029 CHF | 98.60% | 98.60% |
06.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 62'514 | 50'000 | 52'335 CHF | 42'413 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.86 CHF | 0.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'560 CHF | 64'310 CHF | 98.64% | 98.64% |
02.05.2024 | 1.44% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 78'518 | 75'000 | 54'126 CHF | 52'499 CHF | 99.13% | 99.13% |
30.04.2024 | 1.45% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'858 CHF | 52'180 CHF | 100.00% | 100.00% |
29.04.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'973 | 75'000 | 54'864 CHF | 52'203 CHF | 100.00% | 100.00% |