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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 9.94% | 0.14 CHF | 0.15 CHF | 105'130 | 50'000 | 104'958 | 50'000 | 13'729 CHF | 7'227 CHF | 100.00% | 100.00% |
10.05.2024 | 8.05% | 0.14 CHF | 0.15 CHF | 105'719 | 50'000 | 105'761 | 50'000 | 15'428 CHF | 7'902 CHF | 100.00% | 100.00% |
08.05.2024 | 5.86% | 0.14 CHF | 0.15 CHF | 105'505 | 50'000 | 108'563 | 50'000 | 20'159 CHF | 9'804 CHF | 100.00% | 100.00% |
07.05.2024 | 5.09% | 0.23 CHF | 0.24 CHF | 111'053 | 50'000 | 111'617 | 50'000 | 26'076 CHF | 12'291 CHF | 98.92% | 98.92% |
06.05.2024 | 4.18% | 0.25 CHF | 0.26 CHF | 112'290 | 50'000 | 112'307 | 49'867 | 28'489 CHF | 13'185 CHF | 100.00% | 100.00% |
03.05.2024 | 8.53% | 0.24 CHF | 0.26 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 5'980 CHF | 6'514 CHF | 98.63% | 98.63% |
02.05.2024 | 4.56% | 0.27 CHF | 0.28 CHF | 115'157 | 50'000 | 114'591 | 50'000 | 30'582 CHF | 13'969 CHF | 99.13% | 99.13% |
30.04.2024 | 4.66% | 0.27 CHF | 0.29 CHF | 115'782 | 50'000 | 114'773 | 50'000 | 30'858 CHF | 14'079 CHF | 98.08% | 98.08% |
29.04.2024 | 4.36% | 0.26 CHF | 0.27 CHF | 114'285 | 50'000 | 113'623 | 50'000 | 28'949 CHF | 13'306 CHF | 100.00% | 100.00% |
26.04.2024 | 4.69% | 0.25 CHF | 0.26 CHF | 113'135 | 50'000 | 112'707 | 50'000 | 27'278 CHF | 12'681 CHF | 99.26% | 99.26% |