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 | 1.70% | 0.58 CHF | 0.59 CHF | 50'000 | 50'000 | 49'911 | 49'911 | 29'231 CHF | 29'731 CHF | 100.00% | 100.00% |
14.05.2024 | 2.13% | 0.58 CHF | 0.59 CHF | 60'000 | 60'000 | 59'966 | 59'966 | 28'491 CHF | 29'091 CHF | 99.97% | 99.97% |
13.05.2024 | 3.30% | 0.36 CHF | 0.37 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 20'969 CHF | 21'669 CHF | 100.00% | 100.00% |
10.05.2024 | 3.08% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 22'439 CHF | 23'139 CHF | 100.00% | 100.00% |
08.05.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 22'541 CHF | 23'241 CHF | 99.06% | 99.06% |
07.05.2024 | 3.76% | 0.30 CHF | 0.31 CHF | 80'000 | 80'000 | 79'960 | 79'960 | 20'982 CHF | 21'782 CHF | 100.00% | 100.00% |
06.05.2024 | 4.03% | 0.26 CHF | 0.27 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 19'525 CHF | 20'325 CHF | 100.00% | 100.00% |
03.05.2024 | 5.09% | 0.18 CHF | 0.19 CHF | 90'000 | 90'000 | 87'073 | 87'073 | 16'682 CHF | 17'553 CHF | 99.97% | 99.97% |
02.05.2024 | 4.99% | 0.22 CHF | 0.23 CHF | 80'000 | 80'000 | 88'127 | 88'127 | 17'264 CHF | 18'145 CHF | 99.99% | 99.99% |
30.04.2024 | 4.05% | 0.15 CHF | 0.16 CHF | 90'000 | 90'000 | 83'544 | 83'544 | 26'873 CHF | 27'708 CHF | 99.37% | 99.37% |