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 | 1.65% | 0.69 CHF | 0.70 CHF | 59'538 | 50'000 | 59'977 | 49'516 | 39'408 CHF | 33'073 CHF | 98.83% | 98.83% |
14.05.2024 | 2.00% | 0.60 CHF | 0.61 CHF | 60'847 | 50'000 | 60'449 | 49'361 | 34'211 CHF | 28'503 CHF | 99.99% | 99.99% |
13.05.2024 | 1.95% | 0.52 CHF | 0.53 CHF | 62'075 | 50'000 | 61'701 | 50'000 | 33'199 CHF | 27'436 CHF | 100.00% | 100.00% |
10.05.2024 | 2.26% | 0.53 CHF | 0.54 CHF | 61'937 | 50'000 | 62'245 | 50'000 | 31'235 CHF | 25'670 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.51 CHF | 0.52 CHF | 62'231 | 50'000 | 61'500 | 50'000 | 34'754 CHF | 28'781 CHF | 100.00% | 100.00% |
07.05.2024 | 2.11% | 0.56 CHF | 0.57 CHF | 61'510 | 50'000 | 62'420 | 50'000 | 30'871 CHF | 25'265 CHF | 98.04% | 98.04% |
06.05.2024 | 2.02% | 0.44 CHF | 0.45 CHF | 63'065 | 50'000 | 62'115 | 50'000 | 31'389 CHF | 25'792 CHF | 100.00% | 100.00% |
03.05.2024 | 2.17% | 0.49 CHF | 0.50 CHF | 62'282 | 50'000 | 62'315 | 50'000 | 31'121 CHF | 25'526 CHF | 98.63% | 98.63% |
02.05.2024 | 2.06% | 0.44 CHF | 0.45 CHF | 63'641 | 50'000 | 62'965 | 50'000 | 30'426 CHF | 24'672 CHF | 99.13% | 99.13% |
30.04.2024 | 2.14% | 0.54 CHF | 0.55 CHF | 62'455 | 50'000 | 62'773 | 50'000 | 31'451 CHF | 25'597 CHF | 99.98% | 99.98% |