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 | 8.29% | 0.17 CHF | 0.19 CHF | 101'926 | 50'000 | 101'606 | 49'488 | 17'067 CHF | 9'033 CHF | 98.95% | 98.95% |
14.05.2024 | 6.54% | 0.17 CHF | 0.19 CHF | 102'095 | 50'000 | 103'615 | 50'000 | 20'363 CHF | 10'478 CHF | 100.00% | 100.00% |
13.05.2024 | 4.95% | 0.23 CHF | 0.24 CHF | 105'130 | 50'000 | 104'975 | 50'000 | 23'179 CHF | 11'602 CHF | 100.00% | 100.00% |
10.05.2024 | 5.04% | 0.23 CHF | 0.24 CHF | 105'719 | 50'000 | 105'761 | 50'000 | 24'947 CHF | 12'402 CHF | 100.00% | 100.00% |
08.05.2024 | 4.09% | 0.23 CHF | 0.24 CHF | 105'543 | 50'000 | 108'631 | 50'000 | 29'886 CHF | 14'296 CHF | 100.00% | 100.00% |
07.05.2024 | 3.14% | 0.32 CHF | 0.33 CHF | 111'053 | 50'000 | 111'667 | 50'000 | 36'109 CHF | 16'683 CHF | 98.92% | 98.92% |
06.05.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 112'290 | 50'000 | 112'307 | 49'867 | 38'597 CHF | 17'673 CHF | 100.00% | 100.00% |
03.05.2024 | 6.04% | 0.33 CHF | 0.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'230 CHF | 8'743 CHF | 98.64% | 98.64% |
02.05.2024 | 3.26% | 0.36 CHF | 0.37 CHF | 115'154 | 50'000 | 114'596 | 50'000 | 40'810 CHF | 18'396 CHF | 99.13% | 99.13% |
30.04.2024 | 3.51% | 0.36 CHF | 0.38 CHF | 115'782 | 50'000 | 114'773 | 50'000 | 41'187 CHF | 18'579 CHF | 98.08% | 98.08% |