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 | 0.97% | 1.11 CHF | 1.12 CHF | 50'000 | 20'000 | 50'008 | 19'770 | 52'322 CHF | 20'873 CHF | 98.95% | 98.95% |
14.05.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 60'000 | 20'000 | 59'150 | 20'000 | 57'582 CHF | 19'679 CHF | 99.99% | 99.99% |
13.05.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 57'364 CHF | 9'661 CHF | 100.00% | 100.00% |
10.05.2024 | 1.02% | 0.92 CHF | 0.93 CHF | 60'000 | 10'000 | 58'801 | 10'000 | 57'163 CHF | 9'827 CHF | 100.00% | 100.00% |
08.05.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 50'000 | 10'000 | 59'529 | 10'000 | 57'512 CHF | 9'764 CHF | 100.00% | 100.00% |
07.05.2024 | 1.85% | 0.92 CHF | 0.93 CHF | 60'000 | 10'000 | 60'018 | 10'000 | 53'109 CHF | 9'014 CHF | 98.92% | 98.92% |
06.05.2024 | 2.02% | 0.85 CHF | 0.87 CHF | 60'000 | 10'000 | 59'758 | 9'973 | 51'748 CHF | 8'813 CHF | 100.00% | 100.00% |
03.05.2024 | 3.20% | 0.82 CHF | 0.85 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'224 CHF | 4'361 CHF | 98.64% | 98.64% |
02.05.2024 | 2.80% | 0.93 CHF | 0.96 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'819 CHF | 4'956 CHF | 99.13% | 99.13% |
30.04.2024 | 2.27% | 1.16 CHF | 1.18 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 6'001 CHF | 6'139 CHF | 100.00% | 100.00% |