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 | 2.54% | 0.34 CHF | 0.35 CHF | 150'000 | 75'000 | 133'797 | 75'000 | 52'113 CHF | 30'068 CHF | 99.47% | 99.47% |
13.05.2024 | 2.66% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 140'021 | 75'000 | 51'972 CHF | 28'628 CHF | 99.38% | 99.38% |
10.05.2024 | 2.67% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 140'381 | 75'000 | 51'901 CHF | 28'573 CHF | 100.00% | 100.00% |
08.05.2024 | 2.58% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 135'208 | 75'000 | 51'743 CHF | 29'574 CHF | 100.00% | 100.00% |
07.05.2024 | 3.33% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 65'567 | 61'311 | 29'608 CHF | 28'599 CHF | 98.93% | 98.93% |
06.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 75'434 CHF | 76'434 CHF | 99.38% | 99.38% |
03.05.2024 | 1.15% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 86'969 CHF | 87'969 CHF | 98.43% | 98.43% |
02.05.2024 | 1.02% | 0.98 CHF | 0.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 97'190 CHF | 98'190 CHF | 99.05% | 99.05% |
30.04.2024 | 1.08% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 92'203 CHF | 93'203 CHF | 99.99% | 99.99% |
29.04.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'092 CHF | 92'092 CHF | 100.00% | 100.00% |