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 | 1.99% | 0.57 CHF | 0.58 CHF | 73'779 | 20'000 | 74'566 | 19'770 | 37'852 CHF | 10'230 CHF | 98.95% | 98.95% |
14.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 75'437 | 20'000 | 75'684 | 20'000 | 32'922 CHF | 8'901 CHF | 99.99% | 99.99% |
13.05.2024 | 2.82% | 0.43 CHF | 0.45 CHF | 75'804 | 10'000 | 75'962 | 10'000 | 31'640 CHF | 4'284 CHF | 100.00% | 100.00% |
10.05.2024 | 2.72% | 0.38 CHF | 0.39 CHF | 76'500 | 10'000 | 75'802 | 10'000 | 32'854 CHF | 4'454 CHF | 100.00% | 100.00% |
08.05.2024 | 2.31% | 0.48 CHF | 0.49 CHF | 75'425 | 10'000 | 76'050 | 10'000 | 32'622 CHF | 4'390 CHF | 100.00% | 100.00% |
07.05.2024 | 4.80% | 0.39 CHF | 0.40 CHF | 76'375 | 10'000 | 76'952 | 10'000 | 26'658 CHF | 3'634 CHF | 98.92% | 98.92% |
06.05.2024 | 5.12% | 0.31 CHF | 0.33 CHF | 77'261 | 10'000 | 76'632 | 9'973 | 25'195 CHF | 3'451 CHF | 100.00% | 100.00% |
03.05.2024 | 8.68% | 0.28 CHF | 0.31 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'535 CHF | 1'674 CHF | 98.61% | 98.61% |
02.05.2024 | 6.40% | 0.39 CHF | 0.42 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'130 CHF | 2'270 CHF | 98.94% | 98.94% |
30.04.2024 | 4.11% | 0.62 CHF | 0.65 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 3'321 CHF | 3'458 CHF | 100.00% | 100.00% |