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 | 1.27% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'947 CHF | 19'874 CHF | 100.00% | 100.00% |
13.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'570 CHF | 20'096 CHF | 100.00% | 100.00% |
10.05.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 69'859 | 25'000 | 57'619 CHF | 20'870 CHF | 100.00% | 100.00% |
08.05.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 68'171 | 25'000 | 55'634 CHF | 20'678 CHF | 100.00% | 100.00% |
07.05.2024 | 1.46% | 0.84 CHF | 0.85 CHF | 60'000 | 25'000 | 69'665 | 21'459 | 56'707 CHF | 17'738 CHF | 98.92% | 98.92% |
06.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 70'000 | 25'000 | 69'694 | 24'933 | 52'767 CHF | 19'128 CHF | 100.00% | 100.00% |
03.05.2024 | 2.38% | 0.73 CHF | 0.75 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'163 CHF | 9'383 CHF | 95.92% | 95.92% |
02.05.2024 | 2.28% | 0.73 CHF | 0.75 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'229 CHF | 9'442 CHF | 99.13% | 99.13% |
30.04.2024 | 2.35% | 0.75 CHF | 0.76 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 9'147 CHF | 9'364 CHF | 100.00% | 100.00% |
29.04.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 80'000 | 25'000 | 80'000 | 25'000 | 51'016 CHF | 16'193 CHF | 100.00% | 100.00% |