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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.36% | 0.58 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 53'517 CHF | 30'441 CHF | 100.00% | 100.00% |
10.05.2024 | 2.07% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'377 CHF | 29'707 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 97'364 | 50'000 | 52'654 CHF | 27'696 CHF | 100.00% | 100.00% |
07.05.2024 | 2.43% | 0.50 CHF | 0.51 CHF | 100'000 | 50'000 | 107'889 | 50'000 | 53'071 CHF | 25'209 CHF | 98.92% | 98.92% |
06.05.2024 | 2.56% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'716 | 49'865 | 51'794 CHF | 24'150 CHF | 98.87% | 98.87% |
03.05.2024 | 4.60% | 0.48 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'925 CHF | 12'487 CHF | 98.63% | 98.63% |
02.05.2024 | 2.19% | 0.45 CHF | 0.47 CHF | 115'157 | 50'000 | 111'264 | 50'000 | 51'183 CHF | 23'515 CHF | 88.92% | 88.92% |
30.04.2024 | 2.49% | 0.45 CHF | 0.46 CHF | 116'334 | 50'000 | 112'192 | 50'000 | 51'208 CHF | 23'415 CHF | 100.00% | 100.00% |
29.04.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 110'000 | 50'000 | 110'196 | 50'000 | 52'320 CHF | 24'288 CHF | 86.72% | 86.72% |
26.04.2024 | 2.60% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 109'990 | 50'000 | 53'517 CHF | 24'969 CHF | 99.26% | 99.26% |