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 | 1.69% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 89'864 | 49'739 | 53'857 CHF | 30'343 CHF | 93.48% | 93.48% |
14.05.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 83'255 | 48'184 | 51'657 CHF | 30'413 CHF | 99.35% | 99.35% |
13.05.2024 | 3.25% | 0.62 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 15'152 CHF | 15'652 CHF | 100.00% | 100.00% |
10.05.2024 | 2.94% | 0.68 CHF | 0.70 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 25'106 CHF | 25'856 CHF | 98.77% | 98.77% |
08.05.2024 | 2.49% | 0.79 CHF | 0.81 CHF | 25'000 | 25'000 | 26'518 | 25'747 | 20'640 CHF | 20'589 CHF | 98.88% | 98.88% |
07.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'639 | 75'000 | 53'574 CHF | 51'221 CHF | 98.60% | 98.60% |
06.05.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 78'272 | 50'000 | 54'084 CHF | 35'087 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 79'302 | 75'000 | 54'095 CHF | 51'940 CHF | 98.64% | 98.64% |
02.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'001 CHF | 63'751 CHF | 99.13% | 99.13% |
30.04.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'320 CHF | 64'070 CHF | 100.00% | 100.00% |