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 | 3.68% | 0.74 CHF | 0.75 CHF | 70'000 | 40'000 | 78'856 | 24'344 | 54'229 CHF | 17'445 CHF | 99.64% | 99.64% |
14.05.2024 | 2.51% | 0.65 CHF | 0.66 CHF | 80'000 | 40'000 | 77'623 | 32'221 | 52'617 CHF | 22'073 CHF | 35.41% | 52.32% |
13.05.2024 | 3.02% | 0.93 CHF | 0.94 CHF | 60'000 | 40'000 | 66'001 | 24'343 | 55'692 CHF | 21'388 CHF | 99.63% | 99.63% |
10.05.2024 | 3.59% | 0.71 CHF | 0.72 CHF | 80'000 | 40'000 | 78'898 | 24'263 | 55'539 CHF | 17'659 CHF | 98.59% | 98.59% |
08.05.2024 | 4.13% | 0.65 CHF | 0.66 CHF | 80'000 | 40'000 | 88'049 | 24'343 | 53'833 CHF | 15'595 CHF | 99.64% | 99.64% |
07.05.2024 | 3.66% | 0.68 CHF | 0.69 CHF | 80'000 | 40'000 | 80'000 | 24'344 | 54'793 CHF | 17'187 CHF | 99.63% | 99.63% |
06.05.2024 | 3.29% | 0.78 CHF | 0.79 CHF | 70'000 | 40'000 | 70'000 | 24'344 | 53'600 CHF | 19'182 CHF | 99.64% | 99.64% |
03.05.2024 | 3.40% | 0.74 CHF | 0.75 CHF | 70'000 | 40'000 | 70'379 | 24'155 | 52'356 CHF | 18'486 CHF | 98.46% | 98.46% |
02.05.2024 | 4.15% | 0.67 CHF | 0.68 CHF | 80'000 | 40'000 | 88'912 | 24'344 | 54'042 CHF | 15'479 CHF | 99.64% | 99.64% |
30.04.2024 | 4.84% | 0.48 CHF | 0.49 CHF | 110'000 | 40'000 | 101'097 | 24'344 | 51'947 CHF | 13'003 CHF | 99.64% | 99.64% |