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 | 2.36% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 101'013 | 50'000 | 51'933 CHF | 26'333 CHF | 84.43% | 84.43% |
13.05.2024 | 2.50% | 0.48 CHF | 0.49 CHF | 105'526 | 50'000 | 104'869 | 50'000 | 51'308 CHF | 25'083 CHF | 63.32% | 63.32% |
10.05.2024 | 2.84% | 0.48 CHF | 0.50 CHF | 105'534 | 50'000 | 105'781 | 50'000 | 50'416 CHF | 24'516 CHF | 96.28% | 96.28% |
08.05.2024 | 2.89% | 0.48 CHF | 0.49 CHF | 105'569 | 50'000 | 108'627 | 50'000 | 47'242 CHF | 22'402 CHF | 100.00% | 100.00% |
07.05.2024 | 3.14% | 0.39 CHF | 0.41 CHF | 111'053 | 50'000 | 111'670 | 50'000 | 43'175 CHF | 19'949 CHF | 98.92% | 98.92% |
06.05.2024 | 3.97% | 0.37 CHF | 0.39 CHF | 112'290 | 50'000 | 112'358 | 49'867 | 41'159 CHF | 19'006 CHF | 100.00% | 100.00% |
03.05.2024 | 5.44% | 0.37 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'270 CHF | 9'788 CHF | 98.64% | 98.64% |
02.05.2024 | 3.28% | 0.35 CHF | 0.36 CHF | 114'899 | 50'000 | 114'554 | 50'000 | 40'539 CHF | 18'285 CHF | 99.13% | 99.13% |
30.04.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 115'916 | 50'000 | 114'657 | 50'000 | 40'590 CHF | 18'241 CHF | 100.00% | 100.00% |
29.04.2024 | 2.77% | 0.37 CHF | 0.38 CHF | 113'645 | 50'000 | 113'578 | 50'000 | 42'165 CHF | 19'085 CHF | 100.00% | 100.00% |