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 | 2.82% | 0.36 CHF | 0.37 CHF | 75'500 | 20'000 | 75'684 | 20'000 | 26'528 CHF | 7'211 CHF | 100.00% | 100.00% |
13.05.2024 | 3.49% | 0.35 CHF | 0.36 CHF | 75'796 | 10'000 | 75'962 | 10'000 | 25'174 CHF | 3'432 CHF | 100.00% | 100.00% |
10.05.2024 | 2.83% | 0.30 CHF | 0.31 CHF | 76'549 | 10'000 | 75'809 | 10'000 | 26'480 CHF | 3'594 CHF | 100.00% | 100.00% |
08.05.2024 | 3.07% | 0.40 CHF | 0.41 CHF | 75'385 | 10'000 | 76'054 | 10'000 | 26'094 CHF | 3'538 CHF | 100.00% | 100.00% |
07.05.2024 | 6.24% | 0.30 CHF | 0.31 CHF | 76'424 | 10'000 | 76'952 | 10'000 | 20'152 CHF | 2'786 CHF | 98.92% | 98.92% |
06.05.2024 | 7.08% | 0.23 CHF | 0.25 CHF | 77'278 | 10'000 | 76'625 | 9'973 | 18'670 CHF | 2'607 CHF | 100.00% | 100.00% |
03.05.2024 | 11.85% | 0.20 CHF | 0.22 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'111 CHF | 1'249 CHF | 98.60% | 98.60% |
02.05.2024 | 7.84% | 0.31 CHF | 0.33 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 1'706 CHF | 1'842 CHF | 99.01% | 99.01% |
30.04.2024 | 4.55% | 0.53 CHF | 0.56 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 2'895 CHF | 3'028 CHF | 100.00% | 100.00% |
29.04.2024 | 1.30% | 1.30 CHF | 1.32 CHF | 40'000 | 10'000 | 40'000 | 10'000 | 52'727 CHF | 13'355 CHF | 99.92% | 99.92% |