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 | 1.83% | 0.53 CHF | 0.54 CHF | 71'841 | 50'000 | 71'603 | 50'000 | 38'689 CHF | 27'516 CHF | 100.00% | 100.00% |
10.05.2024 | 1.84% | 0.54 CHF | 0.55 CHF | 71'691 | 50'000 | 71'741 | 50'000 | 38'588 CHF | 27'394 CHF | 100.00% | 100.00% |
08.05.2024 | 1.98% | 0.51 CHF | 0.52 CHF | 72'350 | 50'000 | 72'626 | 50'000 | 36'318 CHF | 25'504 CHF | 98.86% | 98.86% |
07.05.2024 | 2.21% | 0.49 CHF | 0.50 CHF | 72'568 | 50'000 | 73'506 | 50'000 | 33'068 CHF | 23'004 CHF | 97.06% | 97.06% |
06.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 74'383 | 50'000 | 74'360 | 50'000 | 29'676 CHF | 20'455 CHF | 100.00% | 100.00% |
03.05.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 74'604 | 75'000 | 75'118 | 75'000 | 27'540 CHF | 28'255 CHF | 97.93% | 97.93% |
02.05.2024 | 3.23% | 0.32 CHF | 0.33 CHF | 76'742 | 75'000 | 76'933 | 75'000 | 23'468 CHF | 23'629 CHF | 99.40% | 99.40% |
30.04.2024 | 2.92% | 0.30 CHF | 0.31 CHF | 77'392 | 75'000 | 76'268 | 75'000 | 25'781 CHF | 26'105 CHF | 100.00% | 100.00% |
29.04.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 75'991 | 75'000 | 75'958 | 75'000 | 26'365 CHF | 26'783 CHF | 100.00% | 100.00% |
26.04.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 76'426 | 75'000 | 76'490 | 75'000 | 25'235 CHF | 25'494 CHF | 99.22% | 99.22% |