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 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 25'000 | 127'288 | 24'950 | 52'274 CHF | 10'504 CHF | 98.95% | 98.95% |
14.05.2024 | 2.24% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 118'525 | 25'000 | 52'339 CHF | 11'295 CHF | 100.00% | 100.00% |
13.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 120'000 | 25'000 | 52'012 CHF | 11'086 CHF | 100.00% | 100.00% |
10.05.2024 | 2.44% | 0.42 CHF | 0.43 CHF | 120'000 | 25'000 | 129'830 | 25'000 | 52'603 CHF | 10'380 CHF | 100.00% | 100.00% |
08.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 125'609 | 25'000 | 51'829 CHF | 10'595 CHF | 100.00% | 100.00% |
07.05.2024 | 2.89% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 125'639 | 21'459 | 52'097 CHF | 9'140 CHF | 98.92% | 98.92% |
06.05.2024 | 2.09% | 0.47 CHF | 0.48 CHF | 110'000 | 25'000 | 109'481 | 24'933 | 51'770 CHF | 12'040 CHF | 100.00% | 100.00% |
03.05.2024 | 3.18% | 0.49 CHF | 0.51 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'185 CHF | 6'384 CHF | 98.60% | 98.60% |
02.05.2024 | 3.43% | 0.50 CHF | 0.51 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'125 CHF | 6'339 CHF | 99.13% | 99.13% |
30.04.2024 | 3.38% | 0.48 CHF | 0.50 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 6'204 CHF | 6'416 CHF | 100.00% | 100.00% |