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 | 2.39% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 79'794 | 79'794 | 33'743 CHF | 34'542 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.42 CHF | 0.43 CHF | 80'000 | 80'000 | 69'381 | 69'381 | 33'283 CHF | 33'977 CHF | 100.00% | 100.00% |
08.05.2024 | 1.81% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 69'273 | 69'273 | 38'784 CHF | 39'478 CHF | 99.14% | 99.14% |
07.05.2024 | 1.74% | 0.60 CHF | 0.61 CHF | 80'000 | 80'000 | 79'129 | 79'129 | 46'066 CHF | 46'859 CHF | 99.86% | 99.86% |
06.05.2024 | 1.90% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 79'195 | 79'195 | 42'158 CHF | 42'951 CHF | 100.00% | 100.00% |
03.05.2024 | 2.11% | 0.50 CHF | 0.51 CHF | 90'000 | 90'000 | 93'710 | 93'710 | 45'012 CHF | 45'950 CHF | 99.94% | 99.94% |
02.05.2024 | 2.08% | 0.49 CHF | 0.50 CHF | 80'000 | 80'000 | 82'616 | 82'616 | 40'124 CHF | 40'951 CHF | 99.96% | 99.96% |
30.04.2024 | 1.78% | 0.53 CHF | 0.54 CHF | 80'000 | 80'000 | 79'153 | 79'153 | 45'106 CHF | 45'899 CHF | 99.99% | 99.99% |
29.04.2024 | 1.94% | 0.53 CHF | 0.54 CHF | 90'000 | 90'000 | 89'088 | 89'088 | 46'486 CHF | 47'378 CHF | 100.00% | 100.00% |
26.04.2024 | 2.13% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 59'394 | 59'394 | 28'344 CHF | 28'939 CHF | 99.43% | 99.43% |