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 | 1.22% | 0.83 CHF | 0.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'071 CHF | 61'821 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.87 CHF | 0.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'730 CHF | 61'480 CHF | 100.00% | 100.00% |
08.05.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'434 | 75'434 | 54'817 CHF | 55'571 CHF | 100.00% | 100.00% |
07.05.2024 | 1.57% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 99'216 | 99'217 | 62'790 CHF | 63'783 CHF | 99.83% | 99.83% |
06.05.2024 | 1.55% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'976 CHF | 64'976 CHF | 99.78% | 99.78% |
03.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 97'410 | 97'410 | 62'623 CHF | 63'598 CHF | 100.00% | 100.00% |
02.05.2024 | 1.50% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 91'939 | 91'938 | 60'645 CHF | 61'564 CHF | 99.98% | 99.98% |
30.04.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 97'384 | 97'384 | 62'821 CHF | 63'795 CHF | 100.00% | 100.00% |
29.04.2024 | 1.84% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'320 | 100'320 | 54'125 CHF | 55'128 CHF | 95.76% | 95.76% |
26.04.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 108'500 | 108'500 | 55'722 CHF | 56'807 CHF | 91.82% | 91.82% |