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 | 2.58% | 0.83 CHF | 0.85 CHF | 70'000 | 50'000 | 69'940 | 49'489 | 55'790 CHF | 40'490 CHF | 98.93% | 98.93% |
14.05.2024 | 2.76% | 0.80 CHF | 0.82 CHF | 70'000 | 50'000 | 68'814 | 49'361 | 55'340 CHF | 40'807 CHF | 99.99% | 99.99% |
13.05.2024 | 2.62% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'707 CHF | 40'115 CHF | 100.00% | 100.00% |
10.05.2024 | 2.69% | 0.79 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'376 CHF | 40'631 CHF | 100.00% | 100.00% |
08.05.2024 | 2.85% | 0.74 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'298 CHF | 37'699 CHF | 100.00% | 100.00% |
07.05.2024 | 2.91% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 77'408 | 50'000 | 55'031 CHF | 36'618 CHF | 98.92% | 98.92% |
06.05.2024 | 3.15% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 56'172 CHF | 36'229 CHF | 100.00% | 100.00% |
03.05.2024 | 2.94% | 0.71 CHF | 0.73 CHF | 80'000 | 50'000 | 78'971 | 50'000 | 54'499 CHF | 35'554 CHF | 98.64% | 98.64% |
02.05.2024 | 1.70% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'165 CHF | 33'162 CHF | 99.13% | 99.13% |
30.04.2024 | 2.93% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 79'862 | 50'000 | 55'524 CHF | 35'799 CHF | 100.00% | 100.00% |