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 | 3.43% | 0.50 CHF | 0.52 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 24'765 CHF | 25'626 CHF | 98.95% | 98.95% |
14.05.2024 | 3.46% | 0.50 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 27'358 CHF | 28'317 CHF | 97.27% | 97.27% |
13.05.2024 | 2.94% | 0.60 CHF | 0.62 CHF | 90'000 | 25'000 | 81'230 | 25'000 | 52'458 CHF | 16'639 CHF | 100.00% | 100.00% |
10.05.2024 | 3.08% | 0.64 CHF | 0.66 CHF | 80'000 | 25'000 | 81'371 | 25'000 | 51'974 CHF | 16'476 CHF | 100.00% | 100.00% |
08.05.2024 | 3.11% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 81'360 | 25'000 | 52'099 CHF | 16'524 CHF | 100.00% | 100.00% |
07.05.2024 | 2.97% | 0.66 CHF | 0.68 CHF | 80'000 | 25'000 | 79'953 | 25'000 | 55'174 CHF | 17'773 CHF | 99.98% | 99.98% |
06.05.2024 | 3.07% | 0.69 CHF | 0.71 CHF | 80'000 | 25'000 | 76'057 | 25'000 | 54'275 CHF | 18'424 CHF | 100.00% | 100.00% |
03.05.2024 | 2.67% | 0.80 CHF | 0.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'945 CHF | 20'485 CHF | 98.59% | 98.59% |
02.05.2024 | 2.90% | 0.76 CHF | 0.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'484 CHF | 21'085 CHF | 99.13% | 99.13% |
30.04.2024 | 3.38% | 0.94 CHF | 0.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'342 CHF | 18'925 CHF | 99.94% | 99.94% |