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 | 1.13% | 0.87 CHF | 0.88 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'607 CHF | 44'339 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 60'000 | 50'000 | 60'000 | 50'000 | 52'457 CHF | 44'214 CHF | 100.00% | 100.00% |
08.05.2024 | 1.19% | 0.84 CHF | 0.85 CHF | 60'000 | 50'000 | 65'432 | 50'000 | 54'659 CHF | 42'294 CHF | 98.86% | 98.86% |
07.05.2024 | 1.27% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 54'928 CHF | 39'734 CHF | 96.43% | 96.43% |
06.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'411 CHF | 37'222 CHF | 100.00% | 100.00% |
03.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 75'149 | 75'000 | 75'530 | 75'000 | 51'997 CHF | 52'383 CHF | 65.58% | 65.58% |
02.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 76'842 | 75'000 | 76'927 | 75'000 | 49'277 CHF | 48'793 CHF | 99.40% | 99.40% |
30.04.2024 | 1.47% | 0.64 CHF | 0.65 CHF | 77'241 | 75'000 | 76'250 | 75'000 | 51'381 CHF | 51'291 CHF | 100.00% | 100.00% |
29.04.2024 | 1.46% | 0.68 CHF | 0.69 CHF | 75'858 | 75'000 | 75'982 | 75'000 | 51'803 CHF | 51'885 CHF | 100.00% | 100.00% |
26.04.2024 | 1.49% | 0.68 CHF | 0.69 CHF | 76'258 | 75'000 | 76'480 | 75'000 | 50'908 CHF | 50'674 CHF | 99.22% | 99.22% |