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 | 4.01% | 0.39 CHF | 0.40 CHF | 130'000 | 30'000 | 111'617 | 17'946 | 49'619 CHF | 8'176 CHF | 95.92% | 95.92% |
14.05.2024 | 3.49% | 0.48 CHF | 0.49 CHF | 110'000 | 30'000 | 101'956 | 18'384 | 50'760 CHF | 9'435 CHF | 97.90% | 97.90% |
13.05.2024 | 3.53% | 0.50 CHF | 0.51 CHF | 100'000 | 30'000 | 104'013 | 18'319 | 51'508 CHF | 9'393 CHF | 99.82% | 99.82% |
10.05.2024 | 3.55% | 0.51 CHF | 0.52 CHF | 100'000 | 30'000 | 106'047 | 18'194 | 52'316 CHF | 9'287 CHF | 98.67% | 98.67% |
08.05.2024 | 3.13% | 0.55 CHF | 0.56 CHF | 100'000 | 30'000 | 95'872 | 18'308 | 53'528 CHF | 10'515 CHF | 99.93% | 99.93% |
07.05.2024 | 3.07% | 0.54 CHF | 0.55 CHF | 100'000 | 30'000 | 91'161 | 18'320 | 51'781 CHF | 10'660 CHF | 99.76% | 99.76% |
06.05.2024 | 2.76% | 0.61 CHF | 0.62 CHF | 90'000 | 30'000 | 82'211 | 18'313 | 51'927 CHF | 11'805 CHF | 100.00% | 100.00% |
03.05.2024 | 3.23% | 0.69 CHF | 0.72 CHF | 6'000 | 6'000 | 48'784 | 11'752 | 38'342 CHF | 9'352 CHF | 95.27% | 95.27% |
02.05.2024 | 1.94% | 0.92 CHF | 0.93 CHF | 60'000 | 30'000 | 59'896 | 18'345 | 54'599 CHF | 17'154 CHF | 98.84% | 98.84% |
30.04.2024 | 2.22% | 0.85 CHF | 0.86 CHF | 60'000 | 30'000 | 69'897 | 18'222 | 55'683 CHF | 14'841 CHF | 99.13% | 99.13% |