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 | - | 0.26 CHF | - CHF | 200'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.92% |
14.05.2024 | - | 0.29 CHF | - CHF | 180'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.90% |
13.05.2024 | 6.45% | 0.30 CHF | 0.32 CHF | 170'000 | 15'000 | 170'000 | 15'000 | 51'000 CHF | 4'800 CHF | 9.38% | 99.82% |
10.05.2024 | 5.72% | 0.31 CHF | 0.32 CHF | 170'000 | 30'000 | 170'200 | 18'194 | 51'638 CHF | 5'824 CHF | 98.68% | 98.68% |
08.05.2024 | - | 0.34 CHF | - CHF | 150'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.93% |
07.05.2024 | 4.98% | 0.33 CHF | 0.34 CHF | 160'000 | 30'000 | 150'404 | 18'320 | 52'182 CHF | 6'628 CHF | 99.76% | 99.76% |
06.05.2024 | 4.66% | 0.36 CHF | 0.37 CHF | 140'000 | 30'000 | 140'000 | 18'313 | 52'024 CHF | 7'071 CHF | 99.99% | 99.99% |
03.05.2024 | 5.74% | 0.39 CHF | 0.42 CHF | 6'000 | 6'000 | 82'244 | 11'739 | 35'463 CHF | 5'250 CHF | 95.49% | 95.49% |
02.05.2024 | 3.60% | 0.49 CHF | 0.50 CHF | 110'000 | 30'000 | 108'487 | 18'347 | 52'685 CHF | 9'262 CHF | 98.86% | 98.86% |
30.04.2024 | 3.84% | 0.48 CHF | 0.49 CHF | 110'000 | 30'000 | 115'777 | 18'222 | 52'688 CHF | 8'605 CHF | 99.13% | 99.13% |