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 | 0.60% | 10.30 CHF | 10.36 CHF | 45'000 | 45'000 | 44'795 | 44'795 | 454'637 CHF | 457'330 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 10.24 CHF | 10.30 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 458'178 CHF | 460'878 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 10.17 CHF | 10.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 517'456 CHF | 519'956 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 9.22 CHF | 9.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 460'295 CHF | 462'542 CHF | 100.00% | 100.00% |
07.05.2024 | 0.48% | 8.83 CHF | 8.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 503'365 CHF | 505'765 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 7.86 CHF | 7.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 465'119 CHF | 467'296 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 7.24 CHF | 7.28 CHF | 60'000 | 60'000 | 59'720 | 59'720 | 434'933 CHF | 437'012 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 7.02 CHF | 7.05 CHF | 60'000 | 60'000 | 59'432 | 59'432 | 419'112 CHF | 421'298 CHF | 99.94% | 99.94% |
30.04.2024 | 0.52% | 7.31 CHF | 7.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 396'773 CHF | 398'845 CHF | 100.00% | 100.00% |
29.04.2024 | 0.52% | 8.32 CHF | 8.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 428'952 CHF | 431'170 CHF | 100.00% | 100.00% |