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 | 29.55% | 0.22 CHF | 0.26 CHF | 230'000 | 30'000 | 245'726 | 11'414 | 50'281 CHF | 3'086 CHF | 97.90% | 97.90% |
13.05.2024 | 26.01% | 0.25 CHF | 0.29 CHF | 200'000 | 30'000 | 212'326 | 11'300 | 50'648 CHF | 3'473 CHF | 100.00% | 100.00% |
10.05.2024 | 26.20% | 0.24 CHF | 0.28 CHF | 210'000 | 30'000 | 213'766 | 11'111 | 50'663 CHF | 3'361 CHF | 98.68% | 98.68% |
08.05.2024 | 47.47% | 0.15 CHF | 0.19 CHF | 340'000 | 30'000 | 397'500 | 6'409 | 50'619 CHF | 1'316 CHF | 79.26% | 79.26% |
07.05.2024 | 39.88% | 0.17 CHF | 0.21 CHF | 300'000 | 30'000 | 354'360 | 11'300 | 50'650 CHF | 2'391 CHF | 100.00% | 100.00% |
06.05.2024 | 39.78% | 0.14 CHF | 0.18 CHF | 360'000 | 30'000 | 356'635 | 11'300 | 50'721 CHF | 2'294 CHF | 100.00% | 100.00% |
03.05.2024 | 45.40% | 0.12 CHF | 0.18 CHF | 6'000 | 6'000 | 314'698 | 5'400 | 43'055 CHF | 1'175 CHF | 77.22% | 77.22% |
02.05.2024 | 65.74% | 0.11 CHF | 0.15 CHF | 460'000 | 30'000 | 499'413 | 11'320 | 36'604 CHF | 1'570 CHF | 99.48% | 99.48% |
30.04.2024 | 50.38% | 0.09 CHF | 0.13 CHF | 500'000 | 30'000 | 475'047 | 11'146 | 49'708 CHF | 1'805 CHF | 99.17% | 99.17% |
29.04.2024 | 47.93% | 0.11 CHF | 0.17 CHF | 6'000 | 6'000 | 376'049 | 8'071 | 43'807 CHF | 1'510 CHF | 100.00% | 100.00% |