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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 6.39% | 0.14 CHF | 0.16 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 7'888 CHF | 8'408 CHF | 100.00% | 100.00% |
10.05.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 8'467 CHF | 8'987 CHF | 100.00% | 100.00% |
08.05.2024 | 5.12% | 0.18 CHF | 0.19 CHF | 52'000 | 52'000 | 52'513 | 52'513 | 10'035 CHF | 10'560 CHF | 99.08% | 99.08% |
07.05.2024 | 4.47% | 0.22 CHF | 0.23 CHF | 53'000 | 53'000 | 52'975 | 52'975 | 11'589 CHF | 12'119 CHF | 99.80% | 99.80% |
06.05.2024 | 4.33% | 0.24 CHF | 0.25 CHF | 53'000 | 53'000 | 53'105 | 53'105 | 12'044 CHF | 12'575 CHF | 100.00% | 100.00% |
03.05.2024 | 3.80% | 0.24 CHF | 0.25 CHF | 54'000 | 54'000 | 53'968 | 53'968 | 13'972 CHF | 14'512 CHF | 100.00% | 100.00% |
02.05.2024 | 3.54% | 0.29 CHF | 0.30 CHF | 54'000 | 54'000 | 54'009 | 54'009 | 15'012 CHF | 15'552 CHF | 100.00% | 100.00% |
30.04.2024 | 3.48% | 0.27 CHF | 0.28 CHF | 54'000 | 54'000 | 53'980 | 53'980 | 15'259 CHF | 15'799 CHF | 100.00% | 100.00% |
29.04.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 52'000 | 52'000 | 52'053 | 52'053 | 16'616 CHF | 17'137 CHF | 100.00% | 100.00% |
26.04.2024 | 2.58% | 0.36 CHF | 0.37 CHF | 53'000 | 53'000 | 53'334 | 53'334 | 20'469 CHF | 21'002 CHF | 67.20% | 67.20% |