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 | 2.87% | 0.47 CHF | 0.48 CHF | 101'766 | 50'000 | 101'591 | 49'488 | 47'933 CHF | 24'026 CHF | 98.95% | 98.95% |
14.05.2024 | 2.83% | 0.47 CHF | 0.48 CHF | 102'142 | 50'000 | 103'627 | 50'000 | 45'832 CHF | 22'754 CHF | 100.00% | 100.00% |
13.05.2024 | 2.59% | 0.41 CHF | 0.42 CHF | 105'476 | 50'000 | 104'989 | 50'000 | 44'011 CHF | 21'510 CHF | 100.00% | 100.00% |
10.05.2024 | 2.82% | 0.41 CHF | 0.43 CHF | 105'389 | 50'000 | 105'775 | 50'000 | 43'008 CHF | 20'913 CHF | 96.28% | 96.28% |
08.05.2024 | 3.04% | 0.41 CHF | 0.42 CHF | 105'569 | 50'000 | 108'622 | 50'000 | 39'571 CHF | 18'799 CHF | 100.00% | 100.00% |
07.05.2024 | 3.65% | 0.32 CHF | 0.34 CHF | 111'053 | 50'000 | 111'648 | 50'000 | 35'323 CHF | 16'409 CHF | 98.92% | 98.92% |
06.05.2024 | 4.50% | 0.30 CHF | 0.31 CHF | 112'414 | 50'000 | 112'312 | 49'867 | 33'242 CHF | 15'438 CHF | 100.00% | 100.00% |
03.05.2024 | 6.54% | 0.30 CHF | 0.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 7'520 CHF | 8'028 CHF | 98.63% | 98.63% |
02.05.2024 | 4.07% | 0.28 CHF | 0.29 CHF | 114'899 | 50'000 | 114'554 | 50'000 | 32'520 CHF | 14'785 CHF | 99.13% | 99.13% |
30.04.2024 | 3.99% | 0.28 CHF | 0.29 CHF | 115'843 | 50'000 | 114'753 | 50'000 | 32'451 CHF | 14'722 CHF | 100.00% | 100.00% |