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 | 4.54% | 0.38 CHF | 0.40 CHF | 109'817 | 50'000 | 106'922 | 49'758 | 48'674 CHF | 23'791 CHF | 98.90% | 98.90% |
14.05.2024 | 4.27% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 106'901 | 50'000 | 52'012 CHF | 25'430 CHF | 99.89% | 99.89% |
13.05.2024 | 4.66% | 0.42 CHF | 0.44 CHF | 110'757 | 50'000 | 110'644 | 50'000 | 46'382 CHF | 21'960 CHF | 100.00% | 100.00% |
10.05.2024 | 4.25% | 0.49 CHF | 0.51 CHF | 110'000 | 50'000 | 107'359 | 50'000 | 49'784 CHF | 24'243 CHF | 100.00% | 100.00% |
08.05.2024 | 4.39% | 0.47 CHF | 0.49 CHF | 110'000 | 50'000 | 110'868 | 50'000 | 49'432 CHF | 23'296 CHF | 91.10% | 91.10% |
07.05.2024 | 3.41% | 0.48 CHF | 0.50 CHF | 110'000 | 50'000 | 90'717 | 50'000 | 52'368 CHF | 30'146 CHF | 97.06% | 97.06% |
06.05.2024 | 3.15% | 0.62 CHF | 0.64 CHF | 90'000 | 50'000 | 85'353 | 50'000 | 53'325 CHF | 32'269 CHF | 99.37% | 99.37% |
03.05.2024 | 3.10% | 0.63 CHF | 0.65 CHF | 80'000 | 50'000 | 83'524 | 50'000 | 53'032 CHF | 32'807 CHF | 97.89% | 97.89% |
02.05.2024 | 2.88% | 0.69 CHF | 0.71 CHF | 80'000 | 50'000 | 77'401 | 50'000 | 52'974 CHF | 35'309 CHF | 99.11% | 99.11% |
30.04.2024 | 2.79% | 0.73 CHF | 0.75 CHF | 70'000 | 50'000 | 76'446 | 50'000 | 54'061 CHF | 36'400 CHF | 100.00% | 100.00% |