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 | 2.65% | 0.95 CHF | 0.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'785 CHF | 22'368 CHF | 95.40% | 95.40% |
13.05.2024 | 2.23% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 86'172 | 50'000 | 53'097 CHF | 31'546 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.64 CHF | 0.65 CHF | 80'000 | 50'000 | 85'576 | 50'000 | 52'783 CHF | 31'554 CHF | 100.00% | 100.00% |
08.05.2024 | 2.45% | 0.59 CHF | 0.60 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'208 CHF | 29'726 CHF | 100.00% | 100.00% |
07.05.2024 | 2.46% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 97'589 | 50'000 | 52'165 CHF | 27'463 CHF | 98.76% | 98.76% |
06.05.2024 | 2.60% | 0.48 CHF | 0.49 CHF | 110'000 | 50'000 | 110'861 | 50'000 | 51'942 CHF | 24'052 CHF | 100.00% | 100.00% |
03.05.2024 | 2.34% | 0.50 CHF | 0.52 CHF | 100'000 | 50'000 | 101'065 | 50'000 | 51'518 CHF | 26'119 CHF | 98.59% | 98.59% |
02.05.2024 | 2.94% | 0.42 CHF | 0.44 CHF | 120'000 | 50'000 | 128'786 | 50'000 | 51'881 CHF | 20'800 CHF | 99.13% | 99.13% |
30.04.2024 | 3.40% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 145'103 | 50'000 | 51'687 CHF | 18'462 CHF | 99.99% | 99.99% |
29.04.2024 | 3.02% | 0.41 CHF | 0.42 CHF | 130'000 | 50'000 | 129'543 | 50'000 | 52'373 CHF | 20'839 CHF | 100.00% | 100.00% |