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 | 2.12% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 66'460 | 48'033 | 52'554 CHF | 38'792 CHF | 99.99% | 99.99% |
13.05.2024 | 2.53% | 0.80 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'515 CHF | 20'015 CHF | 100.00% | 100.00% |
10.05.2024 | 2.35% | 0.85 CHF | 0.87 CHF | 37'500 | 37'500 | 37'500 | 37'500 | 31'588 CHF | 32'338 CHF | 98.77% | 98.77% |
08.05.2024 | 2.05% | 0.96 CHF | 0.98 CHF | 25'000 | 25'000 | 26'045 | 25'747 | 24'731 CHF | 24'966 CHF | 98.88% | 98.88% |
07.05.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'221 CHF | 63'971 CHF | 98.60% | 98.60% |
06.05.2024 | 1.34% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 51'704 CHF | 43'670 CHF | 100.00% | 100.00% |
03.05.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'940 CHF | 64'690 CHF | 98.63% | 98.63% |
02.05.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'751 CHF | 76'501 CHF | 99.12% | 99.12% |
30.04.2024 | 0.98% | 1.05 CHF | 1.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'070 CHF | 76'820 CHF | 100.00% | 100.00% |
29.04.2024 | 0.98% | 1.00 CHF | 1.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 76'292 CHF | 77'042 CHF | 100.00% | 100.00% |