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 | 1.26% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 24'950 | 55'876 CHF | 20'167 CHF | 98.95% | 98.95% |
14.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'773 CHF | 19'455 CHF | 100.00% | 100.00% |
13.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'360 CHF | 19'664 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'464 CHF | 20'416 CHF | 100.00% | 100.00% |
08.05.2024 | 1.24% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 68'783 | 25'000 | 54'913 CHF | 20'228 CHF | 100.00% | 100.00% |
07.05.2024 | 1.53% | 0.82 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 21'459 | 55'693 CHF | 17'347 CHF | 98.92% | 98.92% |
06.05.2024 | 1.35% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 69'694 | 24'933 | 51'598 CHF | 18'709 CHF | 100.00% | 100.00% |
03.05.2024 | 2.41% | 0.72 CHF | 0.73 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'940 CHF | 9'157 CHF | 98.36% | 98.36% |
02.05.2024 | 2.26% | 0.71 CHF | 0.73 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'016 CHF | 9'222 CHF | 99.13% | 99.13% |
30.04.2024 | 2.35% | 0.73 CHF | 0.75 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'934 CHF | 9'147 CHF | 100.00% | 100.00% |