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 | 1.91% | 0.56 CHF | 0.57 CHF | 110'000 | 110'000 | 108'825 | 108'825 | 57'748 CHF | 58'838 CHF | 89.60% | 89.60% |
13.05.2024 | 1.99% | 0.52 CHF | 0.53 CHF | 110'000 | 110'000 | 109'496 | 109'496 | 55'695 CHF | 56'791 CHF | 99.51% | 99.51% |
10.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 120'000 | 120'000 | 108'976 | 108'976 | 59'300 CHF | 60'391 CHF | 99.29% | 99.29% |
08.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 110'000 | 110'000 | 108'792 | 108'792 | 64'926 CHF | 66'015 CHF | 98.19% | 98.19% |
07.05.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 110'000 | 110'000 | 108'734 | 108'734 | 66'027 CHF | 67'117 CHF | 95.84% | 95.84% |
06.05.2024 | 1.78% | 0.57 CHF | 0.58 CHF | 120'000 | 120'000 | 118'763 | 118'763 | 67'587 CHF | 68'776 CHF | 96.61% | 96.61% |
03.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 120'000 | 120'000 | 123'402 | 123'402 | 65'065 CHF | 66'301 CHF | 99.05% | 99.05% |
02.05.2024 | 1.92% | 0.53 CHF | 0.54 CHF | 120'000 | 120'000 | 122'201 | 122'201 | 64'315 CHF | 65'538 CHF | 99.91% | 99.91% |
30.04.2024 | 1.75% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 118'743 | 118'743 | 68'848 CHF | 70'037 CHF | 99.25% | 99.25% |
29.04.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 120'000 | 120'000 | 119'593 | 119'593 | 64'771 CHF | 65'968 CHF | 100.00% | 100.00% |