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 | 1.86% | 0.50 CHF | 0.51 CHF | 100'000 | 60'000 | 99'248 | 36'542 | 52'871 CHF | 19'907 CHF | 99.18% | 99.18% |
14.05.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 90'000 | 60'000 | 90'015 | 36'544 | 52'093 CHF | 21'478 CHF | 98.88% | 98.88% |
13.05.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90'000 | 60'000 | 89'950 | 36'495 | 54'549 CHF | 22'324 CHF | 99.53% | 99.53% |
10.05.2024 | 1.88% | 0.57 CHF | 0.58 CHF | 90'000 | 60'000 | 98'522 | 36'396 | 51'993 CHF | 19'807 CHF | 98.57% | 98.57% |
08.05.2024 | 1.57% | 0.62 CHF | 0.63 CHF | 90'000 | 60'000 | 81'442 | 36'292 | 51'444 CHF | 23'242 CHF | 98.47% | 98.47% |
07.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80'000 | 60'000 | 80'000 | 36'470 | 52'185 CHF | 24'076 CHF | 97.40% | 97.40% |
06.05.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 80'000 | 60'000 | 81'489 | 36'480 | 51'416 CHF | 23'384 CHF | 98.38% | 98.38% |
03.05.2024 | 1.49% | 0.69 CHF | 0.70 CHF | 80'000 | 60'000 | 80'108 | 36'197 | 53'385 CHF | 24'599 CHF | 98.12% | 98.12% |
02.05.2024 | 1.42% | 0.68 CHF | 0.69 CHF | 80'000 | 60'000 | 79'020 | 36'731 | 55'199 CHF | 25'985 CHF | 94.87% | 94.87% |
30.04.2024 | 1.71% | 0.62 CHF | 0.63 CHF | 90'000 | 60'000 | 90'000 | 36'307 | 52'261 CHF | 21'552 CHF | 98.75% | 98.75% |