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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.66% | 0.50 CHF | 0.51 CHF | 102'860 | 50'000 | 103'996 | 50'000 | 49'488 CHF | 24'438 CHF | 79.37% | 79.37% |
13.05.2024 | 2.37% | 0.45 CHF | 0.46 CHF | 105'476 | 50'000 | 104'989 | 50'000 | 48'210 CHF | 23'510 CHF | 100.00% | 100.00% |
10.05.2024 | 3.19% | 0.45 CHF | 0.47 CHF | 105'389 | 50'000 | 105'773 | 50'000 | 46'947 CHF | 22'913 CHF | 96.28% | 96.28% |
08.05.2024 | 2.74% | 0.45 CHF | 0.46 CHF | 105'569 | 50'000 | 108'622 | 50'000 | 43'915 CHF | 20'799 CHF | 100.00% | 100.00% |
07.05.2024 | 3.25% | 0.36 CHF | 0.38 CHF | 111'053 | 50'000 | 111'648 | 50'000 | 39'789 CHF | 18'409 CHF | 98.92% | 98.92% |
06.05.2024 | 3.97% | 0.34 CHF | 0.35 CHF | 112'414 | 50'000 | 112'312 | 49'867 | 37'735 CHF | 17'433 CHF | 100.00% | 100.00% |
03.05.2024 | 5.79% | 0.34 CHF | 0.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'520 CHF | 9'028 CHF | 98.64% | 98.64% |
02.05.2024 | 3.54% | 0.32 CHF | 0.33 CHF | 114'776 | 50'000 | 114'525 | 50'000 | 37'006 CHF | 16'739 CHF | 99.13% | 99.13% |
30.04.2024 | 3.50% | 0.32 CHF | 0.33 CHF | 115'843 | 50'000 | 114'753 | 50'000 | 37'041 CHF | 16'722 CHF | 100.00% | 100.00% |
29.04.2024 | 3.92% | 0.33 CHF | 0.35 CHF | 113'716 | 50'000 | 113'582 | 50'000 | 38'390 CHF | 17'580 CHF | 100.00% | 100.00% |