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 | 3.49% | 0.46 CHF | 0.48 CHF | 110'000 | 75'000 | 104'974 | 75'000 | 52'126 CHF | 38'691 CHF | 100.00% | 100.00% |
13.05.2024 | 3.53% | 0.52 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'937 CHF | 40'353 CHF | 100.00% | 100.00% |
10.05.2024 | 3.68% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 100'033 | 75'000 | 50'543 CHF | 39'314 CHF | 100.00% | 100.00% |
08.05.2024 | 3.58% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 101'280 | 75'000 | 50'516 CHF | 38'782 CHF | 98.83% | 98.83% |
07.05.2024 | 3.64% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 103'389 | 75'000 | 51'287 CHF | 38'612 CHF | 96.43% | 96.43% |
06.05.2024 | 3.43% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 100'513 | 75'000 | 51'012 CHF | 39'400 CHF | 100.00% | 100.00% |
03.05.2024 | 3.61% | 0.49 CHF | 0.51 CHF | 110'000 | 75'000 | 107'276 | 75'000 | 52'694 CHF | 38'213 CHF | 97.93% | 97.93% |
02.05.2024 | 3.67% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 118'327 | 75'000 | 53'051 CHF | 34'895 CHF | 99.40% | 99.40% |
30.04.2024 | 3.90% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 113'435 | 75'000 | 51'497 CHF | 35'427 CHF | 100.00% | 100.00% |
29.04.2024 | 3.91% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 123'519 | 75'000 | 51'859 CHF | 32'767 CHF | 100.00% | 100.00% |