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 | 1.05% | 1.03 CHF | 1.04 CHF | 50'000 | 20'000 | 56'622 | 19'770 | 54'315 CHF | 19'220 CHF | 98.95% | 98.95% |
14.05.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 60'000 | 20'000 | 60'006 | 20'000 | 53'438 CHF | 18'011 CHF | 100.00% | 100.00% |
13.05.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 52'286 CHF | 8'814 CHF | 100.00% | 100.00% |
10.05.2024 | 1.12% | 0.84 CHF | 0.85 CHF | 60'000 | 10'000 | 60'008 | 10'000 | 53'374 CHF | 8'995 CHF | 99.74% | 99.74% |
08.05.2024 | 1.13% | 0.94 CHF | 0.95 CHF | 60'000 | 10'000 | 60'000 | 10'000 | 52'989 CHF | 8'932 CHF | 100.00% | 100.00% |
07.05.2024 | 2.08% | 0.84 CHF | 0.85 CHF | 60'000 | 10'000 | 69'245 | 10'000 | 55'490 CHF | 8'186 CHF | 98.92% | 98.92% |
06.05.2024 | 2.21% | 0.77 CHF | 0.79 CHF | 70'000 | 10'000 | 69'653 | 9'973 | 54'542 CHF | 7'983 CHF | 100.00% | 100.00% |
03.05.2024 | 3.61% | 0.74 CHF | 0.76 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'806 CHF | 3'946 CHF | 98.50% | 98.50% |
02.05.2024 | 3.07% | 0.85 CHF | 0.87 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'401 CHF | 4'538 CHF | 99.12% | 99.12% |
30.04.2024 | 2.34% | 1.07 CHF | 1.10 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 5'589 CHF | 5'721 CHF | 100.00% | 100.00% |