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 | 2.09% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 107'571 | 99'230 | 52'284 CHF | 49'274 CHF | 98.15% | 98.15% |
14.05.2024 | 2.27% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 119'820 | 100'000 | 52'685 CHF | 44'981 CHF | 100.00% | 100.00% |
13.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 118'882 | 100'000 | 53'392 CHF | 45'954 CHF | 99.37% | 99.37% |
10.05.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 130'987 | 100'000 | 51'505 CHF | 40'430 CHF | 100.00% | 100.00% |
08.05.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 138'197 | 100'000 | 51'551 CHF | 38'333 CHF | 97.77% | 97.77% |
07.05.2024 | 3.99% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 56'724 | 54'803 | 25'485 CHF | 25'621 CHF | 92.08% | 92.08% |
06.05.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 210'803 | 100'000 | 50'377 CHF | 24'920 CHF | 98.68% | 98.68% |
03.05.2024 | 4.47% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 230'939 | 100'000 | 50'566 CHF | 22'906 CHF | 97.97% | 97.97% |
02.05.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 236'455 | 100'000 | 50'471 CHF | 22'355 CHF | 85.86% | 85.86% |
30.04.2024 | 4.30% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 222'248 | 100'000 | 50'559 CHF | 23'775 CHF | 100.00% | 100.00% |