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 | 1.23% | 0.87 CHF | 0.88 CHF | 60'000 | 20'000 | 66'621 | 19'770 | 53'848 CHF | 16'225 CHF | 98.95% | 98.95% |
14.05.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 70'000 | 20'000 | 70'143 | 20'000 | 52'223 CHF | 15'092 CHF | 68.97% | 68.97% |
13.05.2024 | 1.56% | 0.72 CHF | 0.73 CHF | 76'031 | 10'000 | 71'486 | 10'000 | 51'809 CHF | 7'365 CHF | 60.53% | 60.53% |
10.05.2024 | 1.66% | 0.69 CHF | 0.70 CHF | 76'500 | 10'000 | 70'095 | 10'000 | 51'881 CHF | 7'526 CHF | 85.49% | 85.49% |
08.05.2024 | 1.45% | 0.79 CHF | 0.80 CHF | 70'000 | 10'000 | 71'115 | 10'000 | 52'153 CHF | 7'445 CHF | 81.16% | 81.16% |
07.05.2024 | 2.53% | 0.69 CHF | 0.70 CHF | 76'424 | 10'000 | 76'969 | 10'000 | 49'852 CHF | 6'643 CHF | 95.31% | 95.31% |
06.05.2024 | 2.73% | 0.62 CHF | 0.63 CHF | 77'261 | 10'000 | 76'629 | 9'973 | 48'383 CHF | 6'471 CHF | 100.00% | 100.00% |
03.05.2024 | 4.20% | 0.58 CHF | 0.61 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'049 CHF | 3'180 CHF | 98.58% | 98.58% |
02.05.2024 | 3.74% | 0.69 CHF | 0.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'642 CHF | 3'780 CHF | 99.02% | 99.02% |
30.04.2024 | 2.81% | 0.92 CHF | 0.95 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'828 CHF | 4'964 CHF | 100.00% | 100.00% |