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 | 4.30% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 105'134 | 49'760 | 52'089 CHF | 25'752 CHF | 98.90% | 98.90% |
14.05.2024 | 4.56% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 109'992 | 50'000 | 52'981 CHF | 25'208 CHF | 100.00% | 100.00% |
13.05.2024 | 4.90% | 0.45 CHF | 0.48 CHF | 120'000 | 50'000 | 112'241 | 50'000 | 52'337 CHF | 24'517 CHF | 100.00% | 100.00% |
10.05.2024 | 4.43% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 105'220 | 50'000 | 51'654 CHF | 25'683 CHF | 100.00% | 100.00% |
08.05.2024 | 4.50% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 107'070 | 50'000 | 52'109 CHF | 25'506 CHF | 98.83% | 98.83% |
07.05.2024 | 4.72% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 110'000 | 50'000 | 52'217 CHF | 24'883 CHF | 97.06% | 97.06% |
06.05.2024 | 4.59% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 110'324 | 50'000 | 51'816 CHF | 24'589 CHF | 100.00% | 100.00% |
03.05.2024 | 4.45% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 108'722 | 50'000 | 52'513 CHF | 25'264 CHF | 97.94% | 97.94% |
02.05.2024 | 4.37% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 110'981 | 50'000 | 51'958 CHF | 24'462 CHF | 99.40% | 99.40% |
30.04.2024 | 4.29% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 109'938 | 50'000 | 53'601 CHF | 25'448 CHF | 97.17% | 97.17% |