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 | 1.76% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 75'058 | 49'488 | 53'641 CHF | 36'007 CHF | 98.95% | 98.95% |
14.05.2024 | 1.91% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 79'927 | 50'000 | 54'753 CHF | 34'914 CHF | 100.00% | 100.00% |
13.05.2024 | 2.16% | 0.65 CHF | 0.66 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'815 CHF | 33'732 CHF | 100.00% | 100.00% |
10.05.2024 | 1.98% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 51'873 CHF | 33'068 CHF | 100.00% | 100.00% |
08.05.2024 | 1.97% | 0.65 CHF | 0.67 CHF | 80'000 | 50'000 | 87'370 | 50'000 | 53'011 CHF | 31'008 CHF | 100.00% | 100.00% |
07.05.2024 | 2.25% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 92'037 | 50'000 | 51'429 CHF | 28'586 CHF | 98.92% | 98.92% |
06.05.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 99'600 | 49'867 | 53'898 CHF | 27'493 CHF | 100.00% | 100.00% |
03.05.2024 | 4.17% | 0.54 CHF | 0.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'538 CHF | 14'114 CHF | 98.63% | 98.63% |
02.05.2024 | 2.18% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'571 CHF | 26'866 CHF | 99.13% | 99.13% |
30.04.2024 | 2.15% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 52'481 CHF | 26'812 CHF | 100.00% | 100.00% |