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 | 3.39% | 0.37 CHF | 0.38 CHF | 140'000 | 75'000 | 132'360 | 75'000 | 51'863 CHF | 30'435 CHF | 99.32% | 99.32% |
13.05.2024 | 3.18% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 135'797 | 75'000 | 51'331 CHF | 29'401 CHF | 100.00% | 100.00% |
10.05.2024 | 2.88% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 118'589 | 75'000 | 52'190 CHF | 34'033 CHF | 100.00% | 100.00% |
08.05.2024 | 2.27% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 95'189 | 75'000 | 52'315 CHF | 42'250 CHF | 100.00% | 100.00% |
07.05.2024 | 2.66% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 107'516 | 75'000 | 52'318 CHF | 37'513 CHF | 98.92% | 98.92% |
06.05.2024 | 2.33% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 92'525 | 75'000 | 52'303 CHF | 43'434 CHF | 100.00% | 100.00% |
03.05.2024 | 1.82% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'752 CHF | 59'833 CHF | 93.60% | 93.60% |
02.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'642 CHF | 70'642 CHF | 99.13% | 99.13% |
30.04.2024 | 1.22% | 0.82 CHF | 0.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 81'233 CHF | 82'233 CHF | 100.00% | 100.00% |
29.04.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 84'532 CHF | 85'532 CHF | 100.00% | 100.00% |