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 | 1.23% | 0.82 CHF | 0.83 CHF | 70'000 | 50'000 | 69'861 | 50'000 | 56'557 CHF | 40'981 CHF | 100.00% | 100.00% |
10.05.2024 | 1.26% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 69'725 | 50'000 | 55'026 CHF | 39'972 CHF | 100.00% | 100.00% |
08.05.2024 | 1.26% | 0.83 CHF | 0.84 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 55'261 CHF | 39'972 CHF | 100.00% | 100.00% |
07.05.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 50'000 | 70'113 | 50'000 | 53'915 CHF | 38'954 CHF | 98.26% | 98.26% |
06.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 100'000 | 50'000 | 100'000 | 50'000 | 51'600 CHF | 26'300 CHF | 100.00% | 100.00% |
03.05.2024 | 1.99% | 0.51 CHF | 0.52 CHF | 100'000 | 50'000 | 104'057 | 50'000 | 51'846 CHF | 25'484 CHF | 98.63% | 98.63% |
02.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 122'430 | 50'000 | 51'407 CHF | 21'504 CHF | 99.12% | 99.12% |
30.04.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 50'000 | 119'971 | 50'000 | 52'250 CHF | 22'276 CHF | 100.00% | 100.00% |
29.04.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 120'000 | 50'000 | 123'467 | 50'000 | 51'299 CHF | 21'302 CHF | 98.25% | 98.25% |
26.04.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 139'693 | 50'000 | 136'331 | 50'000 | 52'297 CHF | 19'689 CHF | 84.56% | 84.56% |