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 | 3.14% | 0.71 CHF | 0.73 CHF | 70'739 | 50'000 | 72'580 | 49'419 | 48'898 CHF | 34'352 CHF | 86.92% | 86.92% |
14.05.2024 | 3.25% | 0.69 CHF | 0.71 CHF | 72'363 | 50'000 | 71'198 | 49'247 | 48'827 CHF | 34'893 CHF | 82.20% | 82.20% |
13.05.2024 | 3.33% | 0.67 CHF | 0.69 CHF | 73'949 | 50'000 | 74'135 | 50'000 | 48'875 CHF | 34'081 CHF | 100.00% | 100.00% |
10.05.2024 | 3.23% | 0.68 CHF | 0.70 CHF | 72'677 | 50'000 | 73'156 | 50'000 | 49'076 CHF | 34'650 CHF | 100.00% | 100.00% |
08.05.2024 | 3.37% | 0.61 CHF | 0.63 CHF | 78'321 | 50'000 | 79'032 | 50'000 | 47'355 CHF | 30'986 CHF | 100.00% | 100.00% |
07.05.2024 | 3.49% | 0.58 CHF | 0.60 CHF | 80'933 | 50'000 | 80'677 | 50'000 | 46'766 CHF | 30'015 CHF | 96.44% | 96.44% |
06.05.2024 | 3.80% | 0.56 CHF | 0.58 CHF | 80'982 | 50'000 | 80'618 | 50'000 | 46'097 CHF | 29'699 CHF | 100.00% | 100.00% |
03.05.2024 | 3.56% | 0.58 CHF | 0.60 CHF | 80'380 | 50'000 | 82'004 | 50'000 | 46'612 CHF | 29'467 CHF | 98.64% | 98.64% |
02.05.2024 | 3.79% | 0.52 CHF | 0.54 CHF | 85'553 | 50'000 | 85'744 | 50'000 | 44'650 CHF | 27'044 CHF | 99.13% | 99.13% |
30.04.2024 | 3.50% | 0.55 CHF | 0.58 CHF | 83'754 | 50'000 | 82'270 | 50'000 | 46'871 CHF | 29'501 CHF | 100.00% | 100.00% |