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 | 1.88% | 0.61 CHF | 0.62 CHF | 59'538 | 50'000 | 59'973 | 49'490 | 34'637 CHF | 29'119 CHF | 98.93% | 98.93% |
14.05.2024 | 2.22% | 0.52 CHF | 0.53 CHF | 60'847 | 50'000 | 60'453 | 49'361 | 29'444 CHF | 24'583 CHF | 99.99% | 99.99% |
13.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 61'985 | 50'000 | 61'696 | 50'000 | 28'292 CHF | 23'458 CHF | 100.00% | 100.00% |
10.05.2024 | 2.78% | 0.45 CHF | 0.46 CHF | 61'937 | 50'000 | 62'250 | 50'000 | 26'317 CHF | 21'740 CHF | 100.00% | 100.00% |
08.05.2024 | 2.09% | 0.43 CHF | 0.44 CHF | 62'231 | 50'000 | 61'499 | 50'000 | 29'852 CHF | 24'792 CHF | 100.00% | 100.00% |
07.05.2024 | 2.74% | 0.48 CHF | 0.49 CHF | 61'410 | 50'000 | 62'423 | 50'000 | 25'911 CHF | 21'337 CHF | 98.04% | 98.04% |
06.05.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 63'065 | 50'000 | 62'113 | 50'000 | 26'436 CHF | 21'846 CHF | 100.00% | 100.00% |
03.05.2024 | 2.70% | 0.41 CHF | 0.42 CHF | 62'315 | 50'000 | 62'311 | 50'000 | 26'192 CHF | 21'598 CHF | 98.64% | 98.64% |
02.05.2024 | 2.55% | 0.36 CHF | 0.37 CHF | 63'641 | 50'000 | 62'965 | 50'000 | 25'390 CHF | 20'691 CHF | 99.13% | 99.13% |
30.04.2024 | 2.84% | 0.46 CHF | 0.48 CHF | 62'455 | 50'000 | 62'777 | 50'000 | 26'482 CHF | 21'703 CHF | 100.00% | 100.00% |