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 | 2.03% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 108'231 | 100'000 | 52'640 CHF | 49'851 CHF | 100.00% | 100.00% |
10.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 132'921 | 100'000 | 51'592 CHF | 39'843 CHF | 100.00% | 100.00% |
08.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 140'000 | 100'000 | 139'567 | 100'000 | 51'940 CHF | 38'221 CHF | 100.00% | 100.00% |
07.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 124'228 | 100'000 | 51'531 CHF | 42'541 CHF | 95.30% | 95.30% |
06.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'082 | 100'000 | 52'239 CHF | 44'925 CHF | 100.00% | 100.00% |
03.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 119'706 | 100'000 | 52'048 CHF | 44'488 CHF | 98.63% | 98.63% |
02.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 110'426 | 100'000 | 52'015 CHF | 48'112 CHF | 99.13% | 99.13% |
30.04.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 104'784 | 100'000 | 52'116 CHF | 50'785 CHF | 98.64% | 98.64% |
29.04.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 115'497 | 100'000 | 52'178 CHF | 46'219 CHF | 100.00% | 100.00% |
26.04.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 51'928 CHF | 52'928 CHF | 99.60% | 99.60% |