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 | 2.04% | 1.21 CHF | 1.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 28'260 CHF | 28'841 CHF | 95.40% | 95.40% |
13.05.2024 | 1.42% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'620 CHF | 44'476 CHF | 100.00% | 100.00% |
10.05.2024 | 1.61% | 0.90 CHF | 0.91 CHF | 60'000 | 50'000 | 60'856 | 50'000 | 53'322 CHF | 44'554 CHF | 100.00% | 100.00% |
08.05.2024 | 1.61% | 0.85 CHF | 0.86 CHF | 60'000 | 50'000 | 63'122 | 50'000 | 52'993 CHF | 42'688 CHF | 100.00% | 100.00% |
07.05.2024 | 1.73% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 68'768 | 50'000 | 54'582 CHF | 40'423 CHF | 98.79% | 98.79% |
06.05.2024 | 1.90% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 71'436 | 50'000 | 51'918 CHF | 37'052 CHF | 100.00% | 100.00% |
03.05.2024 | 1.69% | 0.76 CHF | 0.78 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'817 CHF | 39'095 CHF | 98.52% | 98.52% |
02.05.2024 | 1.89% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'691 | 50'000 | 53'454 CHF | 33'778 CHF | 99.13% | 99.13% |
30.04.2024 | 2.04% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 87'788 | 50'000 | 53'916 CHF | 31'374 CHF | 98.76% | 98.76% |
29.04.2024 | 2.01% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'023 CHF | 33'812 CHF | 100.00% | 100.00% |