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 | 2.46% | 0.42 CHF | 0.43 CHF | 93'558 | 50'000 | 95'729 | 49'759 | 39'137 CHF | 20'854 CHF | 98.90% | 98.90% |
14.05.2024 | 2.47% | 0.40 CHF | 0.41 CHF | 95'957 | 50'000 | 97'094 | 50'000 | 38'789 CHF | 20'477 CHF | 100.00% | 100.00% |
13.05.2024 | 2.45% | 0.40 CHF | 0.41 CHF | 96'848 | 50'000 | 96'429 | 50'000 | 38'840 CHF | 20'639 CHF | 100.00% | 100.00% |
10.05.2024 | 2.47% | 0.41 CHF | 0.42 CHF | 97'092 | 50'000 | 97'110 | 50'000 | 38'774 CHF | 20'466 CHF | 100.00% | 100.00% |
08.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 99'904 | 50'000 | 100'497 | 50'000 | 37'508 CHF | 19'162 CHF | 98.86% | 98.86% |
07.05.2024 | 2.94% | 0.36 CHF | 0.37 CHF | 102'049 | 50'000 | 108'194 | 50'000 | 36'235 CHF | 17'280 CHF | 96.43% | 96.43% |
06.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 112'167 | 50'000 | 113'907 | 50'000 | 34'682 CHF | 15'724 CHF | 100.00% | 100.00% |
03.05.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 115'733 | 75'000 | 119'947 | 75'000 | 33'658 CHF | 21'812 CHF | 88.33% | 88.33% |
02.05.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 130'768 | 75'000 | 131'671 | 75'000 | 32'228 CHF | 19'110 CHF | 99.40% | 99.40% |
30.04.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 129'516 | 75'000 | 124'426 | 75'000 | 33'122 CHF | 20'721 CHF | 100.00% | 100.00% |