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 | 2.06% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 106'666 | 100'000 | 51'241 CHF | 49'109 CHF | 99.99% | 99.99% |
13.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'864 | 100'000 | 52'446 CHF | 48'740 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 107'599 | 100'000 | 52'690 CHF | 50'011 CHF | 100.00% | 100.00% |
08.05.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 115'709 | 100'000 | 52'580 CHF | 46'484 CHF | 98.75% | 98.75% |
07.05.2024 | 2.44% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 128'391 | 100'000 | 51'874 CHF | 41'434 CHF | 98.62% | 98.62% |
06.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 131'406 | 100'000 | 52'031 CHF | 40'612 CHF | 99.54% | 99.54% |
03.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 152'967 | 100'000 | 51'684 CHF | 34'912 CHF | 97.38% | 97.38% |
02.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 172'655 | 100'000 | 51'573 CHF | 30'890 CHF | 99.13% | 99.13% |
30.04.2024 | 2.96% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 156'467 | 100'000 | 52'103 CHF | 34'354 CHF | 100.00% | 100.00% |
29.04.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 157'869 | 100'000 | 52'172 CHF | 34'061 CHF | 99.38% | 99.38% |