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 | 2.53% | 0.48 CHF | 0.49 CHF | 210'000 | 210'000 | 103'705 | 103'705 | 43'124 CHF | 44'163 CHF | 100.00% | 100.00% |
10.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 220'000 | 220'000 | 107'317 | 107'317 | 43'576 CHF | 44'651 CHF | 100.00% | 100.00% |
08.05.2024 | 2.43% | 0.37 CHF | 0.38 CHF | 220'000 | 220'000 | 104'004 | 104'004 | 42'123 CHF | 43'165 CHF | 98.72% | 98.72% |
07.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 210'000 | 210'000 | 103'019 | 103'019 | 49'981 CHF | 51'013 CHF | 99.61% | 99.61% |
06.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 210'000 | 210'000 | 102'970 | 102'970 | 48'828 CHF | 49'859 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 220'000 | 220'000 | 97'256 | 97'256 | 43'740 CHF | 44'714 CHF | 99.97% | 99.97% |
02.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 220'000 | 220'000 | 103'012 | 103'012 | 44'830 CHF | 45'862 CHF | 99.98% | 99.98% |
30.04.2024 | 2.04% | 0.46 CHF | 0.47 CHF | 210'000 | 210'000 | 102'271 | 102'271 | 50'174 CHF | 51'198 CHF | 99.27% | 99.27% |
29.04.2024 | 1.85% | 0.51 CHF | 0.52 CHF | 210'000 | 210'000 | 102'142 | 102'142 | 54'423 CHF | 55'446 CHF | 99.56% | 99.56% |
26.04.2024 | 2.61% | 0.54 CHF | 0.55 CHF | 210'000 | 210'000 | 71'732 | 71'732 | 38'532 CHF | 39'428 CHF | 99.26% | 99.26% |