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 | 1.14% | 1.30 CHF | 1.31 CHF | 50'000 | 50'000 | 50'000 | 49'466 | 59'994 CHF | 60'028 CHF | 98.86% | 98.86% |
14.05.2024 | 2.48% | 1.05 CHF | 1.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 24'260 CHF | 24'868 CHF | 95.40% | 95.40% |
13.05.2024 | 1.92% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 75'336 | 50'000 | 53'943 CHF | 36'546 CHF | 100.00% | 100.00% |
10.05.2024 | 1.79% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 73'807 | 50'000 | 52'886 CHF | 36'554 CHF | 100.00% | 100.00% |
08.05.2024 | 2.10% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'407 CHF | 34'726 CHF | 100.00% | 100.00% |
07.05.2024 | 2.16% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 84'293 | 50'000 | 53'377 CHF | 32'423 CHF | 98.79% | 98.79% |
06.05.2024 | 2.15% | 0.58 CHF | 0.59 CHF | 90'000 | 50'000 | 90'904 | 50'000 | 51'680 CHF | 29'052 CHF | 100.00% | 100.00% |
03.05.2024 | 1.96% | 0.60 CHF | 0.62 CHF | 90'000 | 50'000 | 88'267 | 50'000 | 53'814 CHF | 31'119 CHF | 98.50% | 98.50% |
02.05.2024 | 2.27% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 102'729 | 50'000 | 51'680 CHF | 25'778 CHF | 99.13% | 99.13% |
30.04.2024 | 2.95% | 0.46 CHF | 0.47 CHF | 110'000 | 50'000 | 115'876 | 50'000 | 52'686 CHF | 23'446 CHF | 100.00% | 100.00% |