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 | 2.69% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'313 | 75'000 | 54'085 CHF | 51'899 CHF | 100.00% | 100.00% |
13.05.2024 | 2.48% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 55'646 CHF | 53'478 CHF | 100.00% | 100.00% |
10.05.2024 | 2.23% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'593 CHF | 52'336 CHF | 100.00% | 100.00% |
08.05.2024 | 2.41% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'065 CHF | 51'923 CHF | 98.83% | 98.83% |
07.05.2024 | 2.38% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'794 CHF | 51'644 CHF | 97.06% | 97.06% |
06.05.2024 | 2.48% | 0.67 CHF | 0.69 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 54'636 CHF | 52'509 CHF | 100.00% | 100.00% |
03.05.2024 | 2.47% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 53'503 CHF | 51'415 CHF | 97.93% | 97.93% |
02.05.2024 | 2.79% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 85'788 | 75'000 | 53'493 CHF | 48'118 CHF | 99.40% | 99.40% |
30.04.2024 | 2.78% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 82'133 | 75'000 | 51'609 CHF | 48'481 CHF | 100.00% | 100.00% |
29.04.2024 | 2.59% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'622 CHF | 45'858 CHF | 100.00% | 100.00% |