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 | 1.43% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'475 CHF | 35'172 CHF | 97.95% | 97.95% |
14.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 79'258 | 49'361 | 51'221 CHF | 32'412 CHF | 99.98% | 99.98% |
13.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'088 CHF | 33'055 CHF | 100.00% | 100.00% |
10.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'784 CHF | 33'490 CHF | 100.00% | 100.00% |
08.05.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 55'020 CHF | 31'067 CHF | 100.00% | 100.00% |
07.05.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 50'000 | 83'421 | 50'000 | 52'309 CHF | 31'878 CHF | 96.44% | 96.44% |
06.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'031 | 50'000 | 51'265 CHF | 28'971 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 96'124 | 50'000 | 53'083 CHF | 28'145 CHF | 98.64% | 98.64% |
02.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 104'902 | 50'000 | 52'146 CHF | 25'379 CHF | 99.13% | 99.13% |
30.04.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'778 CHF | 26'889 CHF | 100.00% | 100.00% |