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 | 1.91% | 0.50 CHF | 0.51 CHF | 130'000 | 130'000 | 128'693 | 128'693 | 68'294 CHF | 69'582 CHF | 100.00% | 100.00% |
10.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 130'000 | 130'000 | 128'693 | 128'693 | 69'560 CHF | 70'849 CHF | 100.00% | 100.00% |
08.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 130'000 | 130'000 | 128'645 | 128'645 | 71'006 CHF | 72'294 CHF | 99.09% | 99.09% |
07.05.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 130'000 | 130'000 | 128'484 | 128'484 | 71'300 CHF | 72'589 CHF | 99.95% | 99.95% |
06.05.2024 | 2.06% | 0.51 CHF | 0.52 CHF | 140'000 | 140'000 | 138'592 | 138'592 | 67'913 CHF | 69'301 CHF | 100.00% | 100.00% |
03.05.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 140'000 | 140'000 | 133'055 | 133'055 | 68'323 CHF | 69'655 CHF | 99.76% | 99.76% |
02.05.2024 | 1.95% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 124'323 | 124'323 | 64'454 CHF | 65'698 CHF | 100.00% | 100.00% |
30.04.2024 | 2.29% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 128'585 | 128'585 | 57'235 CHF | 58'523 CHF | 96.38% | 96.38% |
29.04.2024 | 2.08% | 0.44 CHF | 0.45 CHF | 130'000 | 130'000 | 128'599 | 128'599 | 62'602 CHF | 63'890 CHF | 98.65% | 98.65% |
26.04.2024 | 1.80% | 0.53 CHF | 0.54 CHF | 130'000 | 130'000 | 147'729 | 147'729 | 82'433 CHF | 83'912 CHF | 98.53% | 98.53% |