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 | 2.87% | 0.57 CHF | 0.59 CHF | 90'000 | 75'000 | 86'107 | 75'000 | 52'272 CHF | 46'941 CHF | 100.00% | 100.00% |
13.05.2024 | 2.92% | 0.63 CHF | 0.65 CHF | 80'000 | 75'000 | 81'614 | 75'000 | 51'349 CHF | 48'603 CHF | 100.00% | 100.00% |
10.05.2024 | 3.03% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 89'766 | 75'000 | 55'227 CHF | 47'564 CHF | 100.00% | 100.00% |
08.05.2024 | 2.95% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'800 CHF | 47'032 CHF | 98.83% | 98.83% |
07.05.2024 | 2.99% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'576 CHF | 46'862 CHF | 96.43% | 96.43% |
06.05.2024 | 2.93% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 89'674 | 75'000 | 55'379 CHF | 47'697 CHF | 100.00% | 100.00% |
03.05.2024 | 2.96% | 0.60 CHF | 0.62 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 54'129 CHF | 46'463 CHF | 97.93% | 97.93% |
02.05.2024 | 2.95% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 93'047 | 75'000 | 51'940 CHF | 43'145 CHF | 99.40% | 99.40% |
30.04.2024 | 3.15% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'909 | 75'000 | 51'834 CHF | 43'677 CHF | 100.00% | 100.00% |
29.04.2024 | 3.11% | 0.54 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'014 CHF | 41'017 CHF | 100.00% | 100.00% |