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 | 1.72% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 71'622 | 71'622 | 42'079 CHF | 42'796 CHF | 100.00% | 100.00% |
13.05.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 130'000 | 130'000 | 71'663 | 71'663 | 42'835 CHF | 43'553 CHF | 100.00% | 100.00% |
10.05.2024 | 1.80% | 0.59 CHF | 0.60 CHF | 130'000 | 130'000 | 70'855 | 70'855 | 40'153 CHF | 40'863 CHF | 100.00% | 100.00% |
08.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 71'094 | 71'094 | 43'622 CHF | 44'334 CHF | 97.89% | 97.89% |
07.05.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 71'882 | 71'882 | 44'899 CHF | 45'620 CHF | 98.36% | 98.36% |
06.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 130'000 | 130'000 | 71'663 | 71'663 | 44'077 CHF | 44'795 CHF | 100.00% | 100.00% |
03.05.2024 | 1.61% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 71'055 | 71'055 | 44'911 CHF | 45'623 CHF | 99.98% | 99.98% |
02.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 130'000 | 130'000 | 48'085 | 48'085 | 31'143 CHF | 31'624 CHF | 100.00% | 100.00% |
30.04.2024 | 1.71% | 0.61 CHF | 0.62 CHF | 130'000 | 130'000 | 71'720 | 71'720 | 42'565 CHF | 43'284 CHF | 99.70% | 99.70% |
29.04.2024 | 1.75% | 0.56 CHF | 0.57 CHF | 130'000 | 130'000 | 71'990 | 71'990 | 41'521 CHF | 42'243 CHF | 98.03% | 98.03% |