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 | 2.53% | 0.88 CHF | 0.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'088 CHF | 21'628 CHF | 97.00% | 97.00% |
13.05.2024 | 2.37% | 0.89 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 22'715 CHF | 23'260 CHF | 98.44% | 98.44% |
10.05.2024 | 1.95% | 0.93 CHF | 0.95 CHF | 25'000 | 25'000 | 38'757 | 34'826 | 35'184 CHF | 32'183 CHF | 83.34% | 83.34% |
08.05.2024 | 1.52% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 56'989 CHF | 41'329 CHF | 99.43% | 99.43% |
07.05.2024 | 1.62% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'526 CHF | 38'856 CHF | 96.13% | 96.13% |
06.05.2024 | 1.46% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'522 CHF | 38'068 CHF | 97.81% | 97.81% |
03.05.2024 | 1.64% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 77'589 | 50'000 | 54'577 CHF | 35'786 CHF | 92.12% | 92.12% |
02.05.2024 | 1.78% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'397 CHF | 34'609 CHF | 99.39% | 99.39% |
30.04.2024 | 1.67% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 73'346 | 50'000 | 53'275 CHF | 36'979 CHF | 91.76% | 91.76% |
29.04.2024 | 1.38% | 0.78 CHF | 0.80 CHF | 70'000 | 50'000 | 69'999 | 50'000 | 56'590 CHF | 40'982 CHF | 97.46% | 97.46% |