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 | 10.02% | 0.16 CHF | 0.18 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'858 CHF | 6'442 CHF | 95.49% | 95.49% |
13.05.2024 | 2.47% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 103'905 | 50'000 | 51'933 CHF | 25'650 CHF | 100.00% | 100.00% |
10.05.2024 | 2.78% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 104'462 | 50'000 | 52'235 CHF | 25'762 CHF | 100.00% | 100.00% |
08.05.2024 | 2.43% | 0.53 CHF | 0.55 CHF | 100'000 | 50'000 | 99'458 | 50'000 | 53'743 CHF | 27'689 CHF | 100.00% | 100.00% |
07.05.2024 | 2.21% | 0.53 CHF | 0.54 CHF | 100'000 | 50'000 | 91'380 | 50'000 | 53'403 CHF | 29'943 CHF | 98.79% | 98.79% |
06.05.2024 | 2.09% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 80'018 | 50'000 | 52'277 CHF | 33'357 CHF | 100.00% | 100.00% |
03.05.2024 | 1.98% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 86'719 | 50'000 | 53'347 CHF | 31'409 CHF | 98.30% | 98.30% |
02.05.2024 | 1.69% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 73'636 | 50'000 | 53'072 CHF | 36'700 CHF | 99.13% | 99.13% |
30.04.2024 | 1.59% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'953 CHF | 39'153 CHF | 100.00% | 100.00% |
29.04.2024 | 1.84% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 71'332 | 50'000 | 51'609 CHF | 36'861 CHF | 100.00% | 100.00% |