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 | 1.41% | 0.77 CHF | 0.78 CHF | 70'000 | 20'000 | 72'020 | 19'595 | 52'332 CHF | 14'456 CHF | 56.22% | 56.22% |
14.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 75'437 | 20'000 | 75'684 | 20'000 | 48'059 CHF | 12'901 CHF | 99.99% | 99.99% |
13.05.2024 | 1.91% | 0.63 CHF | 0.65 CHF | 75'804 | 10'000 | 75'962 | 10'000 | 46'833 CHF | 6'284 CHF | 100.00% | 100.00% |
10.05.2024 | 1.57% | 0.58 CHF | 0.59 CHF | 76'483 | 10'000 | 75'802 | 10'000 | 48'014 CHF | 6'435 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.68 CHF | 0.69 CHF | 75'425 | 10'000 | 76'051 | 10'000 | 47'783 CHF | 6'390 CHF | 100.00% | 100.00% |
07.05.2024 | 3.06% | 0.59 CHF | 0.60 CHF | 76'375 | 10'000 | 76'952 | 10'000 | 42'049 CHF | 5'634 CHF | 98.92% | 98.92% |
06.05.2024 | 3.21% | 0.51 CHF | 0.53 CHF | 77'261 | 10'000 | 76'632 | 9'973 | 40'521 CHF | 5'445 CHF | 100.00% | 100.00% |
03.05.2024 | 5.33% | 0.48 CHF | 0.51 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'530 CHF | 2'668 CHF | 98.62% | 98.62% |
02.05.2024 | 4.37% | 0.59 CHF | 0.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'130 CHF | 3'270 CHF | 98.94% | 98.94% |
30.04.2024 | 3.14% | 0.82 CHF | 0.85 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'314 CHF | 4'451 CHF | 100.00% | 100.00% |