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 | 2.70% | 0.99 CHF | 1.02 CHF | 60'000 | 50'000 | 59'931 | 49'432 | 54'026 CHF | 45'786 CHF | 97.98% | 97.98% |
14.05.2024 | 3.33% | 0.77 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'698 CHF | 18'295 CHF | 89.06% | 89.06% |
13.05.2024 | 2.49% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'086 CHF | 27'210 CHF | 97.43% | 97.43% |
10.05.2024 | 2.52% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 98'074 | 50'000 | 52'367 CHF | 27'406 CHF | 98.74% | 98.74% |
08.05.2024 | 2.48% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'198 CHF | 26'242 CHF | 98.79% | 98.79% |
07.05.2024 | 2.78% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 108'752 | 50'000 | 51'961 CHF | 24'602 CHF | 85.11% | 85.11% |
06.05.2024 | 2.83% | 0.45 CHF | 0.46 CHF | 120'000 | 50'000 | 119'901 | 50'000 | 52'658 CHF | 22'591 CHF | 100.00% | 100.00% |
03.05.2024 | 2.52% | 0.46 CHF | 0.48 CHF | 110'000 | 50'000 | 109'988 | 50'000 | 52'003 CHF | 24'258 CHF | 96.73% | 96.73% |
02.05.2024 | 3.03% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 127'571 | 50'000 | 52'129 CHF | 21'084 CHF | 98.28% | 98.28% |
30.04.2024 | 3.42% | 0.38 CHF | 0.39 CHF | 140'000 | 50'000 | 137'929 | 50'000 | 52'425 CHF | 19'676 CHF | 90.36% | 90.36% |