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 | 1.91% | 1.26 CHF | 1.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 29'688 CHF | 30'258 CHF | 95.53% | 95.53% |
13.05.2024 | 1.46% | 0.92 CHF | 0.93 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 55'995 CHF | 47'350 CHF | 100.00% | 100.00% |
10.05.2024 | 1.49% | 0.95 CHF | 0.97 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 56'043 CHF | 47'403 CHF | 99.94% | 99.94% |
08.05.2024 | 1.41% | 0.91 CHF | 0.92 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 53'840 CHF | 45'505 CHF | 100.00% | 100.00% |
07.05.2024 | 1.39% | 0.91 CHF | 0.93 CHF | 60'000 | 50'000 | 63'123 | 50'000 | 53'717 CHF | 43'229 CHF | 98.93% | 98.93% |
06.05.2024 | 1.76% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'934 CHF | 39'935 CHF | 100.00% | 100.00% |
03.05.2024 | 1.55% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 67'938 | 50'000 | 56'054 CHF | 41'941 CHF | 98.52% | 98.52% |
02.05.2024 | 1.75% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 73'026 | 50'000 | 52'518 CHF | 36'643 CHF | 98.86% | 98.86% |
30.04.2024 | 1.97% | 0.67 CHF | 0.69 CHF | 80'000 | 50'000 | 79'953 | 50'000 | 53'687 CHF | 34'244 CHF | 100.00% | 100.00% |
29.04.2024 | 1.70% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 72'308 | 50'000 | 52'064 CHF | 36'639 CHF | 100.00% | 100.00% |