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 | 1.93% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'313 CHF | 33'332 CHF | 100.00% | 100.00% |
13.05.2024 | 2.15% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 80'232 | 50'000 | 50'529 CHF | 32'176 CHF | 100.00% | 100.00% |
10.05.2024 | 2.08% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 89'450 | 50'000 | 55'236 CHF | 31'528 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.62 CHF | 0.63 CHF | 90'000 | 50'000 | 92'062 | 50'000 | 52'919 CHF | 29'421 CHF | 100.00% | 100.00% |
07.05.2024 | 2.17% | 0.54 CHF | 0.55 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'817 CHF | 26'989 CHF | 98.92% | 98.92% |
06.05.2024 | 2.88% | 0.51 CHF | 0.53 CHF | 100'000 | 50'000 | 102'494 | 49'867 | 51'854 CHF | 25'988 CHF | 100.00% | 100.00% |
03.05.2024 | 4.09% | 0.51 CHF | 0.53 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'778 CHF | 13'312 CHF | 98.64% | 98.64% |
02.05.2024 | 2.27% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 105'394 | 50'000 | 52'121 CHF | 25'308 CHF | 99.13% | 99.13% |
30.04.2024 | 2.29% | 0.49 CHF | 0.50 CHF | 110'000 | 50'000 | 103'845 | 50'000 | 51'279 CHF | 25'294 CHF | 100.00% | 100.00% |
29.04.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 100'970 | 50'000 | 51'636 CHF | 26'085 CHF | 100.00% | 100.00% |