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 | 3.68% | 0.34 CHF | 0.36 CHF | 50'000 | 50'000 | 49'604 | 49'604 | 20'179 CHF | 20'924 CHF | 99.99% | 99.99% |
14.05.2024 | 3.90% | 0.39 CHF | 0.41 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 18'765 CHF | 19'510 CHF | 100.00% | 100.00% |
13.05.2024 | 3.69% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 19'855 CHF | 20'600 CHF | 100.00% | 100.00% |
10.05.2024 | 3.61% | 0.47 CHF | 0.49 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 25'760 CHF | 26'709 CHF | 100.00% | 100.00% |
08.05.2024 | 3.67% | 0.40 CHF | 0.41 CHF | 50'000 | 50'000 | 49'683 | 49'683 | 19'954 CHF | 20'700 CHF | 99.06% | 99.06% |
07.05.2024 | 3.41% | 0.48 CHF | 0.50 CHF | 50'000 | 50'000 | 49'698 | 49'698 | 23'685 CHF | 24'509 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.41 CHF | 0.47 CHF | 10'000 | 10'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 3.85% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 49'694 | 49'694 | 18'972 CHF | 19'718 CHF | 99.99% | 99.99% |
02.05.2024 | 4.11% | 0.37 CHF | 0.39 CHF | 50'000 | 50'000 | 49'695 | 49'695 | 17'775 CHF | 18'520 CHF | 100.00% | 100.00% |
30.04.2024 | 3.45% | 0.41 CHF | 0.42 CHF | 50'000 | 50'000 | 49'681 | 49'681 | 21'237 CHF | 21'982 CHF | 99.99% | 99.99% |