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 | 2.18% | 0.81 CHF | 0.84 CHF | 70'000 | 50'000 | 75'742 | 49'465 | 54'901 CHF | 36'772 CHF | 97.97% | 97.97% |
14.05.2024 | 4.20% | 0.61 CHF | 0.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'799 CHF | 14'388 CHF | 89.20% | 89.20% |
13.05.2024 | 3.25% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 128'450 | 50'000 | 51'741 CHF | 20'816 CHF | 97.43% | 97.43% |
10.05.2024 | 3.18% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 127'886 | 50'000 | 52'079 CHF | 21'056 CHF | 98.68% | 98.68% |
08.05.2024 | 3.15% | 0.39 CHF | 0.41 CHF | 130'000 | 50'000 | 131'796 | 50'000 | 51'384 CHF | 20'125 CHF | 98.79% | 98.79% |
07.05.2024 | 3.57% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 142'581 | 50'000 | 51'382 CHF | 18'702 CHF | 82.64% | 82.64% |
06.05.2024 | 3.87% | 0.33 CHF | 0.35 CHF | 160'000 | 50'000 | 159'137 | 50'000 | 52'134 CHF | 17'030 CHF | 100.00% | 100.00% |
03.05.2024 | 3.79% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 144'269 | 50'000 | 51'428 CHF | 18'530 CHF | 96.72% | 96.72% |
02.05.2024 | 4.36% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 169'855 | 50'000 | 51'686 CHF | 15'908 CHF | 99.13% | 99.13% |
30.04.2024 | 4.89% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 180'904 | 50'000 | 50'877 CHF | 14'774 CHF | 90.36% | 90.36% |