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 | 5.95% | 0.19 CHF | 0.20 CHF | 167'097 | 75'000 | 168'128 | 75'000 | 36'288 CHF | 17'176 CHF | 99.32% | 99.32% |
13.05.2024 | 5.93% | 0.26 CHF | 0.27 CHF | 169'368 | 75'000 | 167'504 | 75'000 | 34'220 CHF | 16'230 CHF | 100.00% | 100.00% |
10.05.2024 | 5.05% | 0.23 CHF | 0.24 CHF | 168'599 | 75'000 | 169'269 | 75'000 | 44'648 CHF | 20'802 CHF | 100.00% | 100.00% |
08.05.2024 | 3.58% | 0.35 CHF | 0.37 CHF | 150'000 | 75'000 | 138'886 | 75'000 | 51'797 CHF | 29'095 CHF | 100.00% | 100.00% |
07.05.2024 | 4.37% | 0.30 CHF | 0.31 CHF | 170'000 | 75'000 | 166'481 | 75'000 | 51'585 CHF | 24'301 CHF | 98.92% | 98.92% |
06.05.2024 | 3.13% | 0.36 CHF | 0.38 CHF | 140'000 | 75'000 | 134'190 | 75'000 | 52'141 CHF | 30'111 CHF | 100.00% | 100.00% |
03.05.2024 | 2.48% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 126'109 | 100'000 | 51'816 CHF | 42'187 CHF | 93.75% | 93.75% |
02.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 102'081 | 100'000 | 53'032 CHF | 53'027 CHF | 99.13% | 99.13% |
30.04.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'523 CHF | 64'523 CHF | 100.00% | 100.00% |
29.04.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'929 CHF | 67'929 CHF | 100.00% | 100.00% |