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 | 1.59% | 0.69 CHF | 0.70 CHF | 80'000 | 50'000 | 78'689 | 49'251 | 54'671 CHF | 34'720 CHF | 100.00% | 100.00% |
10.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 70'000 | 50'000 | 75'544 | 50'000 | 53'886 CHF | 36'184 CHF | 95.32% | 95.32% |
08.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 52'672 CHF | 38'123 CHF | 100.00% | 100.00% |
07.05.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'577 CHF | 38'769 CHF | 99.98% | 99.98% |
06.05.2024 | 2.07% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 64'113 | 46'075 | 48'847 CHF | 35'616 CHF | 100.00% | 100.00% |
03.05.2024 | 2.59% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 59'942 | 43'295 | 45'839 CHF | 33'631 CHF | 96.39% | 96.39% |
02.05.2024 | 1.78% | 0.78 CHF | 0.79 CHF | 70'000 | 50'000 | 65'841 | 47'227 | 51'870 CHF | 37'716 CHF | 99.44% | 99.44% |
30.04.2024 | 1.64% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 66'548 | 47'698 | 54'034 CHF | 39'236 CHF | 99.20% | 99.20% |
29.04.2024 | 1.20% | 0.80 CHF | 0.81 CHF | 70'000 | 50'000 | 67'264 | 50'000 | 55'502 CHF | 41'793 CHF | 99.98% | 99.98% |
26.04.2024 | 1.77% | 0.86 CHF | 0.87 CHF | 60'000 | 50'000 | 55'708 | 46'566 | 47'433 CHF | 40'162 CHF | 95.46% | 95.46% |