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 | 1.77% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 76'940 | 50'000 | 54'869 CHF | 36'332 CHF | 100.00% | 100.00% |
13.05.2024 | 1.96% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'185 CHF | 35'176 CHF | 100.00% | 100.00% |
10.05.2024 | 1.89% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'273 CHF | 34'568 CHF | 100.00% | 100.00% |
08.05.2024 | 1.94% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 85'418 | 50'000 | 54'210 CHF | 32'421 CHF | 100.00% | 100.00% |
07.05.2024 | 1.95% | 0.60 CHF | 0.61 CHF | 90'000 | 50'000 | 90'000 | 50'000 | 52'936 CHF | 29'989 CHF | 98.92% | 98.92% |
06.05.2024 | 2.03% | 0.57 CHF | 0.59 CHF | 90'000 | 50'000 | 91'216 | 49'867 | 51'924 CHF | 28'982 CHF | 100.00% | 100.00% |
03.05.2024 | 3.67% | 0.57 CHF | 0.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'278 CHF | 14'812 CHF | 98.64% | 98.64% |
02.05.2024 | 2.03% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 95'394 | 50'000 | 52'896 CHF | 28'308 CHF | 99.13% | 99.13% |
30.04.2024 | 2.04% | 0.55 CHF | 0.56 CHF | 100'000 | 50'000 | 93'845 | 50'000 | 51'965 CHF | 28'294 CHF | 100.00% | 100.00% |
29.04.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 90'000 | 50'000 | 90'970 | 50'000 | 51'978 CHF | 29'085 CHF | 100.00% | 100.00% |