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 | 3.52% | 0.41 CHF | 0.42 CHF | 102'095 | 50'000 | 103'672 | 50'000 | 40'069 CHF | 20'022 CHF | 100.00% | 100.00% |
13.05.2024 | 3.90% | 0.35 CHF | 0.37 CHF | 105'564 | 50'000 | 104'911 | 50'000 | 38'136 CHF | 18'898 CHF | 100.00% | 100.00% |
10.05.2024 | 3.23% | 0.36 CHF | 0.37 CHF | 105'584 | 50'000 | 105'798 | 50'000 | 37'166 CHF | 18'141 CHF | 96.28% | 96.28% |
08.05.2024 | 4.39% | 0.36 CHF | 0.37 CHF | 105'631 | 50'000 | 108'604 | 50'000 | 33'637 CHF | 16'196 CHF | 100.00% | 100.00% |
07.05.2024 | 4.07% | 0.27 CHF | 0.28 CHF | 111'053 | 50'000 | 111'638 | 50'000 | 29'216 CHF | 13'630 CHF | 98.92% | 98.92% |
06.05.2024 | 4.58% | 0.25 CHF | 0.26 CHF | 112'042 | 50'000 | 112'306 | 49'867 | 27'093 CHF | 12'590 CHF | 100.00% | 100.00% |
03.05.2024 | 9.39% | 0.25 CHF | 0.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 6'132 CHF | 6'736 CHF | 98.64% | 98.64% |
02.05.2024 | 5.59% | 0.22 CHF | 0.24 CHF | 115'157 | 50'000 | 114'652 | 50'000 | 26'088 CHF | 12'032 CHF | 99.13% | 99.13% |
30.04.2024 | 4.95% | 0.22 CHF | 0.23 CHF | 116'334 | 50'000 | 114'795 | 50'000 | 26'018 CHF | 11'915 CHF | 100.00% | 100.00% |
29.04.2024 | 4.46% | 0.24 CHF | 0.25 CHF | 114'142 | 50'000 | 113'579 | 50'000 | 27'647 CHF | 12'725 CHF | 100.00% | 100.00% |