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 | 2.45% | 0.47 CHF | 0.49 CHF | 92'009 | 50'000 | 93'092 | 49'495 | 43'276 CHF | 23'575 CHF | 98.90% | 98.90% |
14.05.2024 | 2.58% | 0.47 CHF | 0.48 CHF | 92'204 | 50'000 | 93'136 | 50'000 | 43'372 CHF | 23'894 CHF | 99.99% | 99.99% |
13.05.2024 | 3.19% | 0.45 CHF | 0.46 CHF | 95'595 | 50'000 | 95'958 | 50'000 | 42'885 CHF | 23'070 CHF | 100.00% | 100.00% |
10.05.2024 | 2.64% | 0.47 CHF | 0.48 CHF | 91'901 | 50'000 | 94'935 | 50'000 | 43'116 CHF | 23'327 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.43 CHF | 0.44 CHF | 97'918 | 50'000 | 99'044 | 50'000 | 41'961 CHF | 21'743 CHF | 100.00% | 100.00% |
07.05.2024 | 2.72% | 0.41 CHF | 0.43 CHF | 100'352 | 50'000 | 104'450 | 50'000 | 40'795 CHF | 20'078 CHF | 96.43% | 96.43% |
06.05.2024 | 2.61% | 0.42 CHF | 0.43 CHF | 99'932 | 50'000 | 100'491 | 50'000 | 41'799 CHF | 21'349 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 0.40 CHF | 0.41 CHF | 102'801 | 50'000 | 103'670 | 50'000 | 41'232 CHF | 20'423 CHF | 97.94% | 97.94% |
02.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 106'736 | 50'000 | 108'640 | 50'000 | 40'625 CHF | 19'247 CHF | 99.40% | 99.40% |
30.04.2024 | 3.07% | 0.36 CHF | 0.37 CHF | 110'679 | 50'000 | 111'682 | 50'000 | 39'395 CHF | 18'198 CHF | 100.00% | 100.00% |