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 | 1.47% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 78'230 | 73'893 | 54'087 CHF | 51'867 CHF | 67.76% | 67.76% |
14.05.2024 | 1.83% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 94'840 | 74'116 | 52'484 CHF | 41'849 CHF | 99.76% | 99.76% |
13.05.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 92'290 | 75'000 | 52'261 CHF | 43'252 CHF | 100.00% | 100.00% |
10.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 84'687 | 75'000 | 52'714 CHF | 47'495 CHF | 96.74% | 96.74% |
08.05.2024 | 1.78% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 95'199 | 75'000 | 52'861 CHF | 42'442 CHF | 100.00% | 100.00% |
07.05.2024 | 1.90% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 100'515 | 75'000 | 52'331 CHF | 39'817 CHF | 98.20% | 98.20% |
06.05.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 125'474 | 75'000 | 51'855 CHF | 31'811 CHF | 100.00% | 100.00% |
03.05.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 143'398 | 75'000 | 51'223 CHF | 27'704 CHF | 87.88% | 87.88% |
02.05.2024 | 3.47% | 0.26 CHF | 0.27 CHF | 154'680 | 75'000 | 154'026 | 75'000 | 43'792 CHF | 22'079 CHF | 99.10% | 99.10% |
30.04.2024 | 2.87% | 0.32 CHF | 0.33 CHF | 153'860 | 75'000 | 147'900 | 75'000 | 50'790 CHF | 26'542 CHF | 76.66% | 76.66% |