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 | 2.03% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 49'488 | 54'442 CHF | 30'543 CHF | 98.95% | 98.95% |
14.05.2024 | 2.19% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 91'593 | 50'000 | 52'529 CHF | 29'332 CHF | 100.00% | 100.00% |
13.05.2024 | 2.39% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 99'585 | 50'000 | 54'787 CHF | 28'176 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 53'841 CHF | 27'568 CHF | 100.00% | 100.00% |
08.05.2024 | 2.44% | 0.54 CHF | 0.56 CHF | 100'000 | 50'000 | 106'838 | 50'000 | 53'033 CHF | 25'489 CHF | 91.83% | 91.83% |
07.05.2024 | 2.84% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 111'722 | 50'000 | 50'096 CHF | 23'067 CHF | 92.30% | 92.30% |
06.05.2024 | 2.68% | 0.43 CHF | 0.45 CHF | 112'414 | 50'000 | 112'371 | 49'867 | 48'266 CHF | 22'000 CHF | 100.00% | 100.00% |
03.05.2024 | 5.20% | 0.43 CHF | 0.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'788 CHF | 11'364 CHF | 98.64% | 98.64% |
02.05.2024 | 2.75% | 0.41 CHF | 0.42 CHF | 114'899 | 50'000 | 114'595 | 50'000 | 47'636 CHF | 21'366 CHF | 99.13% | 99.13% |
30.04.2024 | 2.71% | 0.41 CHF | 0.42 CHF | 115'964 | 50'000 | 114'716 | 50'000 | 47'569 CHF | 21'312 CHF | 100.00% | 100.00% |