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 | 2.90% | 0.78 CHF | 0.80 CHF | 60'000 | 60'000 | 59'891 | 59'891 | 41'071 CHF | 42'271 CHF | 99.50% | 99.50% |
14.05.2024 | 3.57% | 0.55 CHF | 0.57 CHF | 80'000 | 80'000 | 79'955 | 79'955 | 38'887 CHF | 40'305 CHF | 98.76% | 98.76% |
13.05.2024 | 5.00% | 0.28 CHF | 0.30 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 23'455 CHF | 24'655 CHF | 100.00% | 100.00% |
10.05.2024 | 4.92% | 0.31 CHF | 0.33 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 26'866 CHF | 28'216 CHF | 100.00% | 100.00% |
08.05.2024 | 5.21% | 0.28 CHF | 0.30 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 25'240 CHF | 26'590 CHF | 99.06% | 99.06% |
07.05.2024 | 5.51% | 0.29 CHF | 0.31 CHF | 100'000 | 100'000 | 99'948 | 99'948 | 25'413 CHF | 26'851 CHF | 99.67% | 99.67% |
06.05.2024 | 5.33% | 0.23 CHF | 0.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 21'917 CHF | 23'117 CHF | 100.00% | 100.00% |
03.05.2024 | 5.70% | 0.24 CHF | 0.26 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 27'496 CHF | 29'109 CHF | 99.98% | 99.98% |
02.05.2024 | 5.84% | 0.21 CHF | 0.22 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 23'974 CHF | 25'414 CHF | 99.99% | 99.99% |
30.04.2024 | 6.46% | 0.18 CHF | 0.19 CHF | 120'000 | 120'000 | 119'940 | 119'940 | 21'611 CHF | 23'051 CHF | 99.99% | 99.99% |