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 | 4.04% | 0.25 CHF | 0.26 CHF | 110'000 | 110'000 | 115'383 | 115'383 | 27'978 CHF | 29'132 CHF | 100.00% | 100.00% |
13.05.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 27'437 CHF | 28'530 CHF | 100.00% | 100.00% |
10.05.2024 | 3.32% | 0.28 CHF | 0.29 CHF | 110'000 | 110'000 | 109'329 | 109'329 | 32'442 CHF | 33'535 CHF | 100.00% | 100.00% |
08.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 120'000 | 120'000 | 119'240 | 119'240 | 29'010 CHF | 30'203 CHF | 99.06% | 99.06% |
07.05.2024 | 3.61% | 0.28 CHF | 0.29 CHF | 120'000 | 120'000 | 119'274 | 119'274 | 32'486 CHF | 33'679 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.24 CHF | 0.27 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 4.37% | 0.22 CHF | 0.23 CHF | 130'000 | 130'000 | 129'204 | 129'204 | 28'925 CHF | 30'217 CHF | 99.96% | 99.96% |
02.05.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 130'000 | 130'000 | 133'939 | 133'939 | 27'965 CHF | 29'305 CHF | 99.99% | 99.99% |
30.04.2024 | 4.11% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 129'207 | 129'207 | 30'783 CHF | 32'075 CHF | 100.00% | 100.00% |
29.04.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 130'000 | 130'000 | 129'185 | 129'185 | 30'277 CHF | 31'569 CHF | 100.00% | 100.00% |