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 | 2.22% | 1.18 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 49'481 | 54'305 CHF | 54'942 CHF | 97.69% | 97.69% |
14.05.2024 | 3.63% | 0.95 CHF | 0.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'978 CHF | 22'790 CHF | 89.14% | 89.14% |
13.05.2024 | 1.82% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'294 CHF | 34'556 CHF | 97.43% | 97.43% |
10.05.2024 | 1.86% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 79'886 | 50'000 | 54'444 CHF | 34'717 CHF | 98.74% | 98.74% |
08.05.2024 | 2.09% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'324 CHF | 33'392 CHF | 98.79% | 98.79% |
07.05.2024 | 2.12% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 86'947 | 50'000 | 53'600 CHF | 31'528 CHF | 84.07% | 84.07% |
06.05.2024 | 2.28% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'015 | 50'000 | 51'390 CHF | 29'203 CHF | 100.00% | 100.00% |
03.05.2024 | 2.16% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 88'974 | 50'000 | 54'034 CHF | 31'044 CHF | 96.39% | 96.39% |
02.05.2024 | 2.32% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'158 | 50'000 | 53'426 CHF | 27'305 CHF | 98.04% | 98.04% |
30.04.2024 | 2.52% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 103'219 | 50'000 | 51'581 CHF | 25'641 CHF | 90.36% | 90.36% |