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 | 1.34% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'571 CHF | 56'321 CHF | 99.72% | 99.72% |
13.05.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'271 CHF | 57'021 CHF | 100.00% | 100.00% |
10.05.2024 | 1.53% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 89'281 | 89'273 | 57'888 CHF | 58'776 CHF | 100.00% | 100.00% |
08.05.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 99'220 | 99'219 | 61'668 CHF | 62'660 CHF | 100.00% | 100.00% |
07.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 75'000 | 75'000 | 76'569 | 76'569 | 57'812 CHF | 58'578 CHF | 99.59% | 99.59% |
06.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 148'273 | 148'274 | 55'971 CHF | 57'454 CHF | 99.76% | 99.76% |
03.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 151'035 | 151'036 | 51'734 CHF | 53'245 CHF | 100.00% | 100.00% |
02.05.2024 | 3.01% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 170'922 | 170'922 | 55'939 CHF | 57'648 CHF | 100.00% | 100.00% |
30.04.2024 | 2.82% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 151'774 | 151'775 | 53'086 CHF | 54'604 CHF | 100.00% | 100.00% |
29.04.2024 | 2.64% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'119 CHF | 57'619 CHF | 94.60% | 94.60% |