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 | 2.18% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 114'837 | 75'000 | 52'038 CHF | 34'768 CHF | 100.00% | 100.00% |
10.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 117'081 | 75'000 | 52'810 CHF | 34'596 CHF | 92.69% | 92.69% |
08.05.2024 | 2.07% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 109'926 | 75'000 | 52'571 CHF | 36'619 CHF | 99.66% | 99.66% |
07.05.2024 | 1.85% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 53'485 CHF | 40'864 CHF | 96.44% | 96.44% |
06.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'679 CHF | 39'509 CHF | 94.89% | 94.89% |
03.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 54'016 CHF | 41'262 CHF | 80.49% | 80.49% |
02.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 91'251 | 75'000 | 51'847 CHF | 43'382 CHF | 99.12% | 99.12% |
30.04.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'365 | 75'000 | 50'922 CHF | 43'018 CHF | 100.00% | 100.00% |
29.04.2024 | 1.76% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'635 | 75'000 | 51'138 CHF | 43'074 CHF | 100.00% | 100.00% |
26.04.2024 | 1.62% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 89'290 | 75'000 | 54'775 CHF | 46'777 CHF | 93.16% | 93.16% |