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 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 86'024 | 49'753 | 53'627 CHF | 31'530 CHF | 98.93% | 98.93% |
14.05.2024 | 1.75% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 88'752 | 49'361 | 51'239 CHF | 29'006 CHF | 99.99% | 99.99% |
13.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'739 CHF | 29'800 CHF | 100.00% | 100.00% |
10.05.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'268 CHF | 30'093 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 98'541 | 50'000 | 53'624 CHF | 27'720 CHF | 100.00% | 100.00% |
07.05.2024 | 1.78% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 92'834 | 50'000 | 51'810 CHF | 28'427 CHF | 98.41% | 98.41% |
06.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 102'108 | 50'000 | 51'177 CHF | 25'572 CHF | 100.00% | 100.00% |
03.05.2024 | 2.03% | 0.45 CHF | 0.46 CHF | 112'585 | 50'000 | 107'864 | 50'000 | 52'559 CHF | 24'889 CHF | 96.40% | 96.40% |
02.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 114'772 | 50'000 | 114'125 | 50'000 | 48'714 CHF | 21'846 CHF | 90.94% | 90.94% |
30.04.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 114'150 | 50'000 | 111'430 | 50'000 | 51'248 CHF | 23'505 CHF | 92.21% | 92.21% |