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 | 1.22% | 0.90 CHF | 0.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'413 CHF | 20'663 CHF | 100.00% | 100.00% |
13.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'477 CHF | 21'727 CHF | 100.00% | 100.00% |
10.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 25'923 CHF | 26'223 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.75 CHF | 0.76 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 23'058 CHF | 23'358 CHF | 100.00% | 100.00% |
07.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'487 CHF | 26'837 CHF | 100.00% | 100.00% |
06.05.2024 | 1.47% | 0.67 CHF | 0.68 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 26'969 CHF | 27'369 CHF | 100.00% | 100.00% |
03.05.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 26'350 CHF | 26'800 CHF | 100.00% | 100.00% |
02.05.2024 | 1.78% | 0.52 CHF | 0.53 CHF | 40'000 | 40'000 | 36'748 | 36'748 | 20'398 CHF | 20'765 CHF | 100.00% | 100.00% |
30.04.2024 | 1.65% | 0.58 CHF | 0.59 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 20'981 CHF | 21'331 CHF | 100.00% | 100.00% |
29.04.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 24'568 CHF | 24'968 CHF | 100.00% | 100.00% |