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 | 3.16% | 0.41 CHF | 0.43 CHF | 92'158 | 50'000 | 92'773 | 50'000 | 37'839 CHF | 21'049 CHF | 100.00% | 100.00% |
13.05.2024 | 2.71% | 0.39 CHF | 0.40 CHF | 96'095 | 50'000 | 95'872 | 50'000 | 37'523 CHF | 20'107 CHF | 100.00% | 100.00% |
10.05.2024 | 2.99% | 0.41 CHF | 0.42 CHF | 92'133 | 50'000 | 94'604 | 50'000 | 37'515 CHF | 20'441 CHF | 100.00% | 100.00% |
08.05.2024 | 3.05% | 0.37 CHF | 0.39 CHF | 97'534 | 50'000 | 99'659 | 50'000 | 36'477 CHF | 18'870 CHF | 100.00% | 100.00% |
07.05.2024 | 3.23% | 0.36 CHF | 0.37 CHF | 101'721 | 50'000 | 105'466 | 50'000 | 35'091 CHF | 17'194 CHF | 97.06% | 97.06% |
06.05.2024 | 2.93% | 0.36 CHF | 0.38 CHF | 99'641 | 50'000 | 100'839 | 50'000 | 36'115 CHF | 18'442 CHF | 100.00% | 100.00% |
03.05.2024 | 3.18% | 0.34 CHF | 0.35 CHF | 103'294 | 50'000 | 104'192 | 50'000 | 35'573 CHF | 17'630 CHF | 97.93% | 97.93% |
02.05.2024 | 3.55% | 0.33 CHF | 0.34 CHF | 108'976 | 50'000 | 109'937 | 50'000 | 35'063 CHF | 16'530 CHF | 99.40% | 99.40% |
30.04.2024 | 3.74% | 0.31 CHF | 0.32 CHF | 111'276 | 50'000 | 113'651 | 50'000 | 33'870 CHF | 15'478 CHF | 100.00% | 100.00% |
29.04.2024 | 3.81% | 0.28 CHF | 0.29 CHF | 120'831 | 50'000 | 121'365 | 50'000 | 32'845 CHF | 14'060 CHF | 100.00% | 100.00% |