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 | 3.61% | 0.26 CHF | 0.27 CHF | 160'219 | 25'000 | 160'877 | 25'000 | 43'866 CHF | 7'066 CHF | 100.00% | 100.00% |
13.05.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 160'113 | 25'000 | 160'281 | 25'000 | 42'390 CHF | 6'862 CHF | 100.00% | 100.00% |
10.05.2024 | 4.14% | 0.25 CHF | 0.26 CHF | 159'339 | 25'000 | 158'667 | 25'000 | 37'578 CHF | 6'171 CHF | 100.00% | 100.00% |
08.05.2024 | 4.02% | 0.27 CHF | 0.28 CHF | 160'608 | 25'000 | 159'371 | 25'000 | 39'172 CHF | 6'391 CHF | 100.00% | 100.00% |
07.05.2024 | 4.67% | 0.22 CHF | 0.23 CHF | 157'909 | 25'000 | 159'307 | 21'459 | 39'397 CHF | 5'530 CHF | 98.92% | 98.92% |
06.05.2024 | 3.24% | 0.30 CHF | 0.31 CHF | 162'172 | 25'000 | 161'337 | 24'933 | 48'979 CHF | 7'819 CHF | 100.00% | 100.00% |
03.05.2024 | 4.81% | 0.32 CHF | 0.34 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'060 CHF | 4'259 CHF | 98.59% | 98.59% |
02.05.2024 | 5.00% | 0.33 CHF | 0.34 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'008 CHF | 4'214 CHF | 99.13% | 99.13% |
30.04.2024 | 5.10% | 0.31 CHF | 0.33 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'079 CHF | 4'291 CHF | 100.00% | 100.00% |
29.04.2024 | 2.33% | 0.41 CHF | 0.42 CHF | 130'000 | 25'000 | 120'570 | 25'000 | 51'178 CHF | 10'864 CHF | 100.00% | 100.00% |