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 | 2.41% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'000 | 49'488 | 51'470 CHF | 28'989 CHF | 98.95% | 98.95% |
14.05.2024 | 2.23% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 97'766 | 50'000 | 53'093 CHF | 27'794 CHF | 100.00% | 100.00% |
13.05.2024 | 2.30% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'955 CHF | 26'582 CHF | 100.00% | 100.00% |
10.05.2024 | 2.50% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 50'759 CHF | 26'021 CHF | 100.00% | 100.00% |
08.05.2024 | 2.72% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 107'444 | 50'000 | 49'753 CHF | 23'841 CHF | 96.24% | 96.24% |
07.05.2024 | 2.92% | 0.42 CHF | 0.44 CHF | 111'053 | 50'000 | 111'670 | 50'000 | 46'525 CHF | 21'449 CHF | 98.92% | 98.92% |
06.05.2024 | 3.67% | 0.40 CHF | 0.42 CHF | 112'290 | 50'000 | 112'358 | 49'867 | 44'530 CHF | 20'502 CHF | 100.00% | 100.00% |
03.05.2024 | 5.04% | 0.40 CHF | 0.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'020 CHF | 10'538 CHF | 98.63% | 98.63% |
02.05.2024 | 2.80% | 0.38 CHF | 0.39 CHF | 114'899 | 50'000 | 114'553 | 50'000 | 44'076 CHF | 19'785 CHF | 99.13% | 99.13% |
30.04.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 115'916 | 50'000 | 114'657 | 50'000 | 44'030 CHF | 19'741 CHF | 100.00% | 100.00% |