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 | 2.79% | 0.52 CHF | 0.54 CHF | 100'000 | 50'000 | 100'000 | 49'488 | 52'711 CHF | 26'820 CHF | 98.95% | 98.95% |
14.05.2024 | 2.66% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 101'472 | 50'000 | 50'579 CHF | 25'610 CHF | 76.33% | 76.33% |
13.05.2024 | 2.95% | 0.46 CHF | 0.48 CHF | 105'649 | 50'000 | 104'946 | 50'000 | 49'810 CHF | 24'441 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.47 CHF | 0.48 CHF | 105'719 | 50'000 | 105'802 | 50'000 | 48'876 CHF | 23'654 CHF | 100.00% | 100.00% |
08.05.2024 | 2.81% | 0.47 CHF | 0.48 CHF | 105'631 | 50'000 | 108'593 | 50'000 | 45'774 CHF | 21'696 CHF | 100.00% | 100.00% |
07.05.2024 | 3.21% | 0.38 CHF | 0.39 CHF | 111'053 | 50'000 | 111'577 | 50'000 | 41'512 CHF | 19'209 CHF | 98.92% | 98.92% |
06.05.2024 | 3.41% | 0.36 CHF | 0.37 CHF | 112'000 | 50'000 | 112'285 | 49'867 | 39'513 CHF | 18'158 CHF | 100.00% | 100.00% |
03.05.2024 | 6.10% | 0.36 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 8'925 CHF | 9'486 CHF | 98.63% | 98.63% |
02.05.2024 | 3.37% | 0.33 CHF | 0.35 CHF | 115'154 | 50'000 | 114'554 | 50'000 | 38'995 CHF | 17'604 CHF | 99.13% | 99.13% |
30.04.2024 | 3.36% | 0.33 CHF | 0.34 CHF | 116'334 | 50'000 | 114'795 | 50'000 | 38'645 CHF | 17'415 CHF | 100.00% | 100.00% |