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 | 2.73% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 142'625 | 25'000 | 51'572 CHF | 9'295 CHF | 100.00% | 100.00% |
13.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 146'095 | 25'000 | 51'609 CHF | 9'086 CHF | 100.00% | 100.00% |
10.05.2024 | 3.03% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 158'500 | 25'000 | 51'541 CHF | 8'380 CHF | 100.00% | 100.00% |
08.05.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 25'000 | 151'257 | 25'000 | 50'589 CHF | 8'630 CHF | 100.00% | 100.00% |
07.05.2024 | 3.57% | 0.31 CHF | 0.32 CHF | 158'054 | 25'000 | 154'229 | 21'459 | 51'618 CHF | 7'423 CHF | 98.92% | 98.92% |
06.05.2024 | 2.51% | 0.39 CHF | 0.40 CHF | 130'000 | 25'000 | 131'093 | 24'933 | 51'480 CHF | 10'045 CHF | 100.00% | 100.00% |
03.05.2024 | 3.78% | 0.41 CHF | 0.43 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 5'185 CHF | 5'384 CHF | 98.59% | 98.59% |
02.05.2024 | 4.09% | 0.42 CHF | 0.43 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 5'125 CHF | 5'339 CHF | 99.13% | 99.13% |
30.04.2024 | 4.02% | 0.40 CHF | 0.42 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 5'204 CHF | 5'416 CHF | 100.00% | 100.00% |
29.04.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 100'000 | 25'000 | 100'026 | 25'000 | 51'467 CHF | 13'114 CHF | 100.00% | 100.00% |