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 | 3.56% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 123'884 | 49'433 | 52'290 CHF | 21'749 CHF | 98.07% | 98.07% |
14.05.2024 | 7.55% | 0.33 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'472 CHF | 8'052 CHF | 88.73% | 88.73% |
13.05.2024 | 6.14% | 0.20 CHF | 0.22 CHF | 250'000 | 50'000 | 239'720 | 50'000 | 50'350 CHF | 11'178 CHF | 97.43% | 97.43% |
10.05.2024 | 5.39% | 0.22 CHF | 0.23 CHF | 230'000 | 50'000 | 234'295 | 50'000 | 50'491 CHF | 11'399 CHF | 98.74% | 98.74% |
08.05.2024 | 6.26% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 244'873 | 50'000 | 50'205 CHF | 10'918 CHF | 98.79% | 98.79% |
07.05.2024 | 7.22% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 272'804 | 50'000 | 50'705 CHF | 10'014 CHF | 84.08% | 84.08% |
06.05.2024 | 7.21% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 304'848 | 50'000 | 51'031 CHF | 9'003 CHF | 100.00% | 100.00% |
03.05.2024 | 6.24% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 271'013 | 50'000 | 50'907 CHF | 10'008 CHF | 96.74% | 96.74% |
02.05.2024 | 7.84% | 0.16 CHF | 0.18 CHF | 320'000 | 50'000 | 326'639 | 50'000 | 51'076 CHF | 8'472 CHF | 99.13% | 99.13% |
30.04.2024 | 9.53% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 355'271 | 50'000 | 50'542 CHF | 7'831 CHF | 90.36% | 90.36% |