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 | 3.46% | 0.50 CHF | 0.52 CHF | 100'000 | 75'000 | 102'393 | 75'000 | 50'975 CHF | 38'668 CHF | 100.00% | 100.00% |
10.05.2024 | 3.52% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 109'966 | 75'000 | 53'260 CHF | 37'626 CHF | 100.00% | 100.00% |
08.05.2024 | 3.85% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 52'481 CHF | 37'186 CHF | 98.83% | 98.83% |
07.05.2024 | 3.39% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 110'081 | 75'000 | 52'269 CHF | 36'840 CHF | 96.55% | 96.55% |
06.05.2024 | 3.27% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 109'844 | 75'000 | 53'419 CHF | 37'688 CHF | 87.05% | 87.05% |
03.05.2024 | 3.80% | 0.47 CHF | 0.49 CHF | 110'000 | 75'000 | 110'466 | 75'000 | 51'940 CHF | 36'636 CHF | 97.93% | 97.93% |
02.05.2024 | 4.11% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 120'972 | 75'000 | 51'480 CHF | 33'265 CHF | 99.40% | 99.40% |
30.04.2024 | 3.54% | 0.43 CHF | 0.45 CHF | 120'000 | 75'000 | 120'451 | 75'000 | 52'112 CHF | 33'622 CHF | 100.00% | 100.00% |
29.04.2024 | 3.96% | 0.41 CHF | 0.43 CHF | 130'000 | 75'000 | 130'257 | 75'000 | 51'736 CHF | 30'996 CHF | 94.04% | 94.04% |
26.04.2024 | 3.81% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 130'000 | 75'000 | 51'335 CHF | 30'767 CHF | 99.22% | 99.22% |