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 | 2.32% | 0.42 CHF | 0.43 CHF | 71'731 | 50'000 | 71'604 | 50'000 | 30'559 CHF | 21'839 CHF | 100.00% | 100.00% |
10.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 71'699 | 50'000 | 71'724 | 50'000 | 30'430 CHF | 21'714 CHF | 100.00% | 100.00% |
08.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 72'430 | 50'000 | 72'584 | 50'000 | 28'008 CHF | 19'794 CHF | 98.86% | 98.86% |
07.05.2024 | 2.96% | 0.37 CHF | 0.38 CHF | 72'665 | 50'000 | 73'534 | 50'000 | 24'579 CHF | 17'223 CHF | 97.06% | 97.06% |
06.05.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 74'342 | 50'000 | 74'346 | 50'000 | 21'146 CHF | 14'722 CHF | 100.00% | 100.00% |
03.05.2024 | 3.95% | 0.27 CHF | 0.28 CHF | 74'554 | 75'000 | 75'182 | 75'000 | 18'743 CHF | 19'456 CHF | 97.93% | 97.93% |
02.05.2024 | 5.12% | 0.20 CHF | 0.21 CHF | 76'842 | 75'000 | 76'927 | 75'000 | 14'660 CHF | 15'043 CHF | 99.40% | 99.40% |
30.04.2024 | 4.32% | 0.19 CHF | 0.20 CHF | 77'346 | 75'000 | 76'241 | 75'000 | 17'305 CHF | 17'776 CHF | 100.00% | 100.00% |
29.04.2024 | 4.16% | 0.24 CHF | 0.25 CHF | 75'991 | 75'000 | 76'024 | 75'000 | 17'902 CHF | 18'411 CHF | 100.00% | 100.00% |
26.04.2024 | 4.54% | 0.23 CHF | 0.24 CHF | 76'258 | 75'000 | 76'480 | 75'000 | 16'492 CHF | 16'924 CHF | 99.22% | 99.22% |