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 | 3.03% | 2.34 CHF | 2.40 CHF | 30'000 | 5'000 | 30'000 | 5'000 | 60'494 CHF | 10'389 CHF | 97.33% | 97.33% |
13.05.2024 | 3.64% | 1.64 CHF | 1.70 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 56'929 CHF | 11'069 CHF | 100.00% | 100.00% |
10.05.2024 | 3.36% | 1.44 CHF | 1.49 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 58'627 CHF | 11'368 CHF | 100.00% | 100.00% |
08.05.2024 | 3.24% | 1.37 CHF | 1.42 CHF | 40'000 | 7'500 | 40'000 | 7'500 | 58'148 CHF | 11'261 CHF | 100.00% | 100.00% |
07.05.2024 | 3.41% | 1.37 CHF | 1.41 CHF | 40'000 | 7'500 | 45'511 | 7'500 | 56'198 CHF | 9'621 CHF | 99.98% | 99.98% |
06.05.2024 | 2.85% | 1.21 CHF | 1.25 CHF | 50'000 | 10'000 | 49'760 | 9'973 | 57'529 CHF | 11'860 CHF | 100.00% | 100.00% |
03.05.2024 | 6.01% | 0.92 CHF | 0.97 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'642 CHF | 4'929 CHF | 98.56% | 98.56% |
02.05.2024 | 4.93% | 1.04 CHF | 1.08 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 4'668 CHF | 4'903 CHF | 98.99% | 98.99% |
30.04.2024 | 5.20% | 0.71 CHF | 0.76 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 5'853 CHF | 6'105 CHF | 99.96% | 99.96% |
29.04.2024 | 3.69% | 0.86 CHF | 0.89 CHF | 60'000 | 10'000 | 68'569 | 10'000 | 54'668 CHF | 8'285 CHF | 99.98% | 99.98% |