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 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'793 CHF | 38'209 CHF | 100.00% | 100.00% |
13.05.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'293 CHF | 38'566 CHF | 100.00% | 100.00% |
10.05.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'189 CHF | 38'492 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 70'000 | 50'000 | 70'233 | 50'000 | 50'848 CHF | 36'702 CHF | 43.93% | 43.93% |
07.05.2024 | 1.50% | 0.72 CHF | 0.73 CHF | 72'641 | 50'000 | 73'668 | 50'000 | 48'867 CHF | 33'675 CHF | 81.88% | 81.88% |
06.05.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 74'266 | 50'000 | 74'314 | 50'000 | 46'304 CHF | 31'655 CHF | 100.00% | 100.00% |
03.05.2024 | 1.69% | 0.61 CHF | 0.62 CHF | 74'604 | 75'000 | 75'118 | 75'000 | 44'066 CHF | 44'755 CHF | 97.93% | 97.93% |
02.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 76'742 | 75'000 | 76'933 | 75'000 | 40'393 CHF | 40'129 CHF | 99.40% | 99.40% |
30.04.2024 | 1.76% | 0.53 CHF | 0.54 CHF | 77'241 | 75'000 | 76'230 | 75'000 | 42'850 CHF | 42'911 CHF | 100.00% | 100.00% |
29.04.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 75'880 | 75'000 | 75'976 | 75'000 | 43'318 CHF | 43'512 CHF | 100.00% | 100.00% |