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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 3.17% | 0.34 CHF | 0.35 CHF | 90'462 | 50'000 | 91'323 | 50'000 | 30'448 CHF | 17'208 CHF | 100.00% | 100.00% |
13.05.2024 | 3.66% | 0.31 CHF | 0.32 CHF | 94'479 | 50'000 | 94'648 | 50'000 | 29'550 CHF | 16'198 CHF | 100.00% | 100.00% |
10.05.2024 | 3.26% | 0.34 CHF | 0.35 CHF | 91'128 | 50'000 | 93'216 | 50'000 | 29'877 CHF | 16'571 CHF | 100.00% | 100.00% |
08.05.2024 | 3.61% | 0.30 CHF | 0.31 CHF | 96'021 | 50'000 | 99'308 | 50'000 | 28'834 CHF | 15'055 CHF | 100.00% | 100.00% |
07.05.2024 | 4.34% | 0.28 CHF | 0.29 CHF | 102'778 | 50'000 | 106'494 | 50'000 | 27'492 CHF | 13'492 CHF | 96.43% | 96.43% |
06.05.2024 | 4.39% | 0.29 CHF | 0.30 CHF | 100'262 | 50'000 | 101'030 | 50'000 | 28'454 CHF | 14'719 CHF | 100.00% | 100.00% |
03.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 105'143 | 50'000 | 105'102 | 50'000 | 27'851 CHF | 13'793 CHF | 97.93% | 97.93% |
02.05.2024 | 4.63% | 0.25 CHF | 0.26 CHF | 111'270 | 50'000 | 113'117 | 50'000 | 27'415 CHF | 12'704 CHF | 99.40% | 99.40% |
30.04.2024 | 5.16% | 0.23 CHF | 0.24 CHF | 114'527 | 50'000 | 117'501 | 50'000 | 26'160 CHF | 11'737 CHF | 100.00% | 100.00% |
29.04.2024 | 6.01% | 0.20 CHF | 0.21 CHF | 124'539 | 50'000 | 128'366 | 50'000 | 25'256 CHF | 10'454 CHF | 100.00% | 100.00% |