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 | 1.64% | 0.67 CHF | 0.68 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 55'646 CHF | 35'354 CHF | 98.81% | 98.81% |
13.05.2024 | 1.69% | 0.71 CHF | 0.72 CHF | 80'000 | 50'000 | 78'747 | 50'000 | 55'503 CHF | 35'863 CHF | 94.00% | 94.00% |
10.05.2024 | 1.55% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'463 | 50'000 | 52'264 CHF | 37'676 CHF | 91.46% | 91.46% |
08.05.2024 | 1.63% | 0.70 CHF | 0.71 CHF | 80'000 | 50'000 | 78'278 | 50'000 | 55'015 CHF | 35'740 CHF | 86.23% | 86.23% |
07.05.2024 | 1.67% | 0.68 CHF | 0.69 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 54'049 CHF | 34'349 CHF | 97.06% | 97.06% |
06.05.2024 | 1.73% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 80'000 | 50'000 | 52'302 CHF | 33'258 CHF | 99.79% | 99.79% |
03.05.2024 | 1.75% | 0.66 CHF | 0.67 CHF | 80'000 | 50'000 | 86'691 | 50'000 | 53'150 CHF | 31'262 CHF | 97.56% | 97.56% |
02.05.2024 | 1.93% | 0.56 CHF | 0.57 CHF | 90'000 | 50'000 | 83'859 | 50'000 | 52'510 CHF | 31'985 CHF | 92.57% | 92.57% |
30.04.2024 | 1.62% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 51'957 CHF | 37'718 CHF | 99.42% | 99.42% |
29.04.2024 | 1.49% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'142 | 50'000 | 53'753 CHF | 38'898 CHF | 99.32% | 99.32% |