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 | 2.27% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 86'237 | 75'000 | 54'185 CHF | 48'312 CHF | 100.00% | 100.00% |
10.05.2024 | 2.03% | 0.66 CHF | 0.67 CHF | 80'000 | 75'000 | 79'256 | 75'000 | 54'726 CHF | 52'881 CHF | 100.00% | 100.00% |
08.05.2024 | 1.68% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 60'055 CHF | 61'074 CHF | 100.00% | 100.00% |
07.05.2024 | 1.84% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 75'239 | 75'000 | 55'449 CHF | 56'304 CHF | 98.92% | 98.92% |
06.05.2024 | 1.62% | 0.79 CHF | 0.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 61'183 CHF | 62'184 CHF | 100.00% | 100.00% |
03.05.2024 | 1.23% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 83'883 CHF | 84'917 CHF | 93.73% | 93.73% |
02.05.2024 | 1.05% | 0.95 CHF | 0.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 94'700 CHF | 95'700 CHF | 99.13% | 99.13% |
30.04.2024 | 0.94% | 1.07 CHF | 1.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 106'281 CHF | 107'281 CHF | 100.00% | 100.00% |
29.04.2024 | 0.91% | 1.10 CHF | 1.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 109'641 CHF | 110'641 CHF | 100.00% | 100.00% |
26.04.2024 | 0.87% | 1.12 CHF | 1.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 114'881 CHF | 115'881 CHF | 99.60% | 99.60% |