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 | 2.91% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 106'023 | 49'739 | 51'820 CHF | 25'085 CHF | 93.48% | 93.48% |
14.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 94'100 | 48'033 | 48'673 CHF | 25'342 CHF | 100.00% | 100.00% |
13.05.2024 | 3.92% | 0.52 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'515 CHF | 13'015 CHF | 100.00% | 100.00% |
10.05.2024 | 3.50% | 0.57 CHF | 0.59 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 21'088 CHF | 21'838 CHF | 98.77% | 98.77% |
08.05.2024 | 2.90% | 0.68 CHF | 0.70 CHF | 25'000 | 25'000 | 26'879 | 25'747 | 17'942 CHF | 17'757 CHF | 98.88% | 98.88% |
07.05.2024 | 1.76% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 95'322 | 75'000 | 53'566 CHF | 42'971 CHF | 98.60% | 98.60% |
06.05.2024 | 1.98% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'356 CHF | 29'670 CHF | 100.00% | 100.00% |
03.05.2024 | 1.73% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 93'054 | 75'000 | 53'187 CHF | 43'690 CHF | 98.63% | 98.63% |
02.05.2024 | 1.36% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 77'339 | 75'000 | 56'571 CHF | 55'678 CHF | 92.57% | 92.57% |
30.04.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'070 CHF | 55'820 CHF | 100.00% | 100.00% |