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 | 2.27% | 0.47 CHF | 0.48 CHF | 108'590 | 50'000 | 107'212 | 49'361 | 47'715 CHF | 22'473 CHF | 99.97% | 99.97% |
13.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 109'309 | 50'000 | 109'139 | 50'000 | 49'083 CHF | 22'987 CHF | 100.00% | 100.00% |
10.05.2024 | 2.16% | 0.45 CHF | 0.46 CHF | 109'338 | 50'000 | 108'988 | 50'000 | 49'975 CHF | 23'428 CHF | 100.00% | 100.00% |
08.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 110'622 | 50'000 | 110'525 | 50'000 | 45'462 CHF | 21'067 CHF | 100.00% | 100.00% |
07.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 109'968 | 50'000 | 109'965 | 50'000 | 46'718 CHF | 21'744 CHF | 96.44% | 96.44% |
06.05.2024 | 2.69% | 0.37 CHF | 0.38 CHF | 111'317 | 50'000 | 111'229 | 50'000 | 40'867 CHF | 18'871 CHF | 100.00% | 100.00% |
03.05.2024 | 2.80% | 0.32 CHF | 0.33 CHF | 112'479 | 50'000 | 111'856 | 50'000 | 39'466 CHF | 18'145 CHF | 98.64% | 98.64% |
02.05.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 114'676 | 50'000 | 114'195 | 50'000 | 33'853 CHF | 15'324 CHF | 99.13% | 99.13% |
30.04.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 114'055 | 50'000 | 113'379 | 50'000 | 37'158 CHF | 16'889 CHF | 100.00% | 100.00% |
29.04.2024 | 3.30% | 0.29 CHF | 0.30 CHF | 114'336 | 50'000 | 114'132 | 50'000 | 33'997 CHF | 15'394 CHF | 100.00% | 100.00% |