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 | 1.37% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'043 | 25'000 | 50'700 CHF | 18'346 CHF | 100.00% | 100.00% |
10.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'837 CHF | 19'120 CHF | 100.00% | 100.00% |
08.05.2024 | 1.33% | 0.73 CHF | 0.74 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 52'234 CHF | 18'905 CHF | 100.00% | 100.00% |
07.05.2024 | 1.60% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 21'459 | 52'088 CHF | 16'236 CHF | 98.92% | 98.92% |
06.05.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 80'000 | 25'000 | 79'640 | 24'933 | 54'723 CHF | 17'382 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 0.66 CHF | 0.68 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'288 CHF | 8'508 CHF | 95.92% | 95.92% |
02.05.2024 | 2.52% | 0.66 CHF | 0.68 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'354 CHF | 8'567 CHF | 99.13% | 99.13% |
30.04.2024 | 2.60% | 0.68 CHF | 0.69 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 8'272 CHF | 8'489 CHF | 100.00% | 100.00% |
29.04.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 51'093 CHF | 14'443 CHF | 100.00% | 100.00% |
26.04.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 100'000 | 25'000 | 99'660 | 25'000 | 54'528 CHF | 13'930 CHF | 99.26% | 99.26% |