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 | 2.16% | 1.15 CHF | 1.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'785 CHF | 27'368 CHF | 95.40% | 95.40% |
13.05.2024 | 1.62% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 68'007 | 50'000 | 55'552 CHF | 41'546 CHF | 100.00% | 100.00% |
10.05.2024 | 1.70% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 67'302 | 50'000 | 54'969 CHF | 41'605 CHF | 100.00% | 100.00% |
08.05.2024 | 1.67% | 0.79 CHF | 0.80 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'695 CHF | 39'726 CHF | 100.00% | 100.00% |
07.05.2024 | 1.79% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 72'599 | 50'000 | 53'339 CHF | 37'463 CHF | 98.76% | 98.76% |
06.05.2024 | 2.01% | 0.68 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 53'496 CHF | 34'115 CHF | 100.00% | 100.00% |
03.05.2024 | 1.69% | 0.70 CHF | 0.72 CHF | 80'000 | 50'000 | 76'872 | 50'000 | 54'533 CHF | 36'119 CHF | 98.50% | 98.50% |
02.05.2024 | 1.97% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 88'891 | 50'000 | 53'621 CHF | 30'800 CHF | 99.13% | 99.13% |
30.04.2024 | 2.19% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 95'393 | 50'000 | 53'062 CHF | 28'462 CHF | 100.00% | 100.00% |
29.04.2024 | 2.03% | 0.61 CHF | 0.62 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 54'395 CHF | 30'839 CHF | 100.00% | 100.00% |