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 | 4.13% | 0.62 CHF | 0.65 CHF | 90'000 | 25'000 | 82'319 | 25'000 | 52'767 CHF | 16'718 CHF | 100.00% | 100.00% |
13.05.2024 | 4.25% | 0.65 CHF | 0.68 CHF | 80'000 | 25'000 | 81'360 | 25'000 | 51'524 CHF | 16'526 CHF | 100.00% | 100.00% |
10.05.2024 | 4.54% | 0.63 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'085 CHF | 16'706 CHF | 100.00% | 100.00% |
08.05.2024 | 3.98% | 0.64 CHF | 0.67 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 54'749 CHF | 17'801 CHF | 100.00% | 100.00% |
07.05.2024 | 4.15% | 0.69 CHF | 0.72 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 55'694 CHF | 18'141 CHF | 20.31% | 20.31% |
06.05.2024 | 3.69% | 0.75 CHF | 0.78 CHF | 70'000 | 25'000 | 70'027 | 25'000 | 51'895 CHF | 19'224 CHF | 41.88% | 41.88% |
03.05.2024 | 3.13% | 0.76 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'654 CHF | 19'771 CHF | 98.64% | 98.64% |
02.05.2024 | 3.04% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'325 CHF | 20'736 CHF | 99.13% | 99.13% |
30.04.2024 | 3.00% | 0.80 CHF | 0.83 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'081 CHF | 20'639 CHF | 100.00% | 100.00% |
29.04.2024 | 3.10% | 0.80 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'602 CHF | 20'482 CHF | 100.00% | 100.00% |