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 | 1.52% | 0.66 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 52'311 CHF | 16'597 CHF | 99.99% | 99.99% |
13.05.2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 53'035 CHF | 16'823 CHF | 100.00% | 100.00% |
10.05.2024 | 1.43% | 0.68 CHF | 0.69 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'428 CHF | 17'571 CHF | 100.00% | 100.00% |
08.05.2024 | 1.45% | 0.67 CHF | 0.68 CHF | 80'000 | 25'000 | 78'436 | 25'000 | 53'652 CHF | 17'370 CHF | 100.00% | 100.00% |
07.05.2024 | 1.74% | 0.71 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 21'459 | 54'537 CHF | 14'893 CHF | 98.91% | 98.91% |
06.05.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 85'155 | 24'933 | 53'241 CHF | 15'847 CHF | 100.00% | 100.00% |
03.05.2024 | 2.94% | 0.60 CHF | 0.62 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 7'517 CHF | 7'741 CHF | 98.60% | 98.60% |
02.05.2024 | 2.75% | 0.60 CHF | 0.62 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 7'576 CHF | 7'786 CHF | 99.13% | 99.13% |
30.04.2024 | 2.77% | 0.61 CHF | 0.63 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 7'498 CHF | 7'709 CHF | 100.00% | 100.00% |
29.04.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 100'000 | 25'000 | 100'005 | 25'000 | 50'548 CHF | 12'887 CHF | 100.00% | 100.00% |