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 | 1.40% | 0.80 CHF | 0.81 CHF | 210'000 | 210'000 | 103'704 | 103'704 | 76'913 CHF | 77'951 CHF | 100.00% | 100.00% |
10.05.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 220'000 | 220'000 | 107'317 | 107'317 | 78'601 CHF | 79'676 CHF | 100.00% | 100.00% |
08.05.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 220'000 | 220'000 | 104'007 | 104'007 | 76'225 CHF | 77'266 CHF | 98.73% | 98.73% |
07.05.2024 | 1.26% | 0.81 CHF | 0.82 CHF | 210'000 | 210'000 | 102'983 | 102'983 | 83'561 CHF | 84'593 CHF | 99.67% | 99.67% |
06.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 210'000 | 210'000 | 102'969 | 102'969 | 82'420 CHF | 83'452 CHF | 100.00% | 100.00% |
03.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 220'000 | 220'000 | 97'231 | 97'231 | 75'282 CHF | 76'256 CHF | 99.98% | 99.98% |
02.05.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 220'000 | 220'000 | 103'033 | 103'033 | 78'672 CHF | 79'704 CHF | 100.00% | 100.00% |
30.04.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 210'000 | 210'000 | 102'227 | 102'227 | 83'687 CHF | 84'711 CHF | 99.27% | 99.27% |
29.04.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 210'000 | 210'000 | 102'143 | 102'143 | 87'782 CHF | 88'805 CHF | 99.56% | 99.56% |
26.04.2024 | 1.68% | 0.87 CHF | 0.88 CHF | 210'000 | 210'000 | 71'721 | 71'721 | 62'023 CHF | 62'919 CHF | 99.25% | 99.25% |