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 | 3.90% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 110'064 | 75'000 | 51'660 CHF | 36'603 CHF | 100.00% | 100.00% |
10.05.2024 | 4.10% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 114'932 | 75'000 | 52'299 CHF | 35'576 CHF | 100.00% | 100.00% |
08.05.2024 | 3.90% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 119'800 | 75'000 | 53'839 CHF | 35'049 CHF | 98.83% | 98.83% |
07.05.2024 | 3.94% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 118'861 | 75'000 | 53'100 CHF | 34'862 CHF | 96.43% | 96.43% |
06.05.2024 | 3.81% | 0.45 CHF | 0.47 CHF | 120'000 | 75'000 | 112'124 | 75'000 | 51'352 CHF | 35'697 CHF | 100.00% | 100.00% |
03.05.2024 | 4.04% | 0.44 CHF | 0.46 CHF | 120'000 | 75'000 | 119'748 | 75'000 | 52'857 CHF | 34'471 CHF | 97.93% | 97.93% |
02.05.2024 | 4.04% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'122 | 75'000 | 51'891 CHF | 31'145 CHF | 99.40% | 99.40% |
30.04.2024 | 4.33% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'349 | 75'000 | 52'711 CHF | 31'677 CHF | 100.00% | 100.00% |
29.04.2024 | 4.42% | 0.38 CHF | 0.40 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'884 CHF | 29'050 CHF | 100.00% | 100.00% |
26.04.2024 | 4.50% | 0.38 CHF | 0.39 CHF | 140'000 | 75'000 | 140'000 | 75'000 | 51'343 CHF | 28'770 CHF | 99.22% | 99.22% |