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 | 2.67% | 0.66 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'491 CHF | 50'540 CHF | 100.00% | 100.00% |
10.05.2024 | 2.43% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'447 CHF | 49'418 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 50'898 CHF | 48'974 CHF | 98.83% | 98.83% |
07.05.2024 | 2.49% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 82'404 | 75'000 | 52'159 CHF | 48'701 CHF | 97.06% | 97.06% |
06.05.2024 | 2.75% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 51'488 CHF | 49'614 CHF | 100.00% | 100.00% |
03.05.2024 | 2.67% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 81'878 | 75'000 | 51'510 CHF | 48'481 CHF | 97.93% | 97.93% |
02.05.2024 | 3.05% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'597 CHF | 45'187 CHF | 99.40% | 99.40% |
30.04.2024 | 2.86% | 0.59 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'083 CHF | 45'517 CHF | 100.00% | 100.00% |
29.04.2024 | 2.77% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 95'180 | 75'000 | 52'907 CHF | 42'891 CHF | 100.00% | 100.00% |
26.04.2024 | 2.73% | 0.56 CHF | 0.58 CHF | 90'000 | 75'000 | 97'082 | 75'000 | 53'625 CHF | 42'593 CHF | 99.22% | 99.22% |