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 | 1.74% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 92'251 | 74'483 | 52'993 CHF | 43'566 CHF | 97.82% | 97.82% |
14.05.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 101'226 | 75'000 | 51'340 CHF | 38'804 CHF | 99.09% | 99.09% |
13.05.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'251 CHF | 39'938 CHF | 99.35% | 99.35% |
10.05.2024 | 1.89% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 99'994 | 75'000 | 52'516 CHF | 40'139 CHF | 95.55% | 95.55% |
08.05.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 100'000 | 75'000 | 100'172 | 75'000 | 51'839 CHF | 39'566 CHF | 99.39% | 99.39% |
07.05.2024 | 3.31% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 63'587 | 61'322 | 30'294 CHF | 30'111 CHF | 98.82% | 98.82% |
06.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 160'436 | 100'000 | 52'093 CHF | 33'516 CHF | 94.78% | 94.78% |
03.05.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 184'840 | 100'000 | 51'459 CHF | 28'948 CHF | 98.01% | 98.01% |
02.05.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 209'025 | 100'000 | 50'349 CHF | 25'098 CHF | 99.13% | 99.13% |
30.04.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 197'818 | 100'000 | 51'549 CHF | 27'069 CHF | 99.00% | 99.00% |