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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 70'000 | 70'000 | 68'654 | 67'604 | 29'021 CHF | 29'185 CHF | 100.00% | 100.00% |
14.05.2024 | 2.90% | 0.44 CHF | 0.45 CHF | 70'000 | 70'000 | 68'809 | 67'759 | 24'392 CHF | 24'662 CHF | 100.00% | 100.00% |
13.05.2024 | 1.89% | 0.44 CHF | 0.45 CHF | 70'000 | 70'000 | 68'817 | 67'766 | 37'654 CHF | 37'681 CHF | 100.00% | 100.00% |
10.05.2024 | 1.45% | 0.66 CHF | 0.67 CHF | 70'000 | 70'000 | 68'816 | 67'765 | 48'525 CHF | 48'438 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.73 CHF | 0.74 CHF | 70'000 | 70'000 | 68'789 | 67'730 | 53'548 CHF | 53'306 CHF | 99.29% | 99.29% |
07.05.2024 | 1.38% | 0.87 CHF | 0.88 CHF | 70'000 | 70'000 | 68'764 | 67'714 | 51'632 CHF | 51'566 CHF | 100.00% | 100.00% |
06.05.2024 | 1.59% | 0.66 CHF | 0.67 CHF | 70'000 | 70'000 | 68'814 | 67'764 | 44'445 CHF | 44'452 CHF | 100.00% | 100.00% |
03.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 70'000 | 70'000 | 68'824 | 67'773 | 45'498 CHF | 45'515 CHF | 99.98% | 99.98% |
02.05.2024 | 1.56% | 0.61 CHF | 0.62 CHF | 70'000 | 70'000 | 68'814 | 67'764 | 45'374 CHF | 45'400 CHF | 100.00% | 100.00% |
30.04.2024 | 1.34% | 0.79 CHF | 0.80 CHF | 70'000 | 70'000 | 68'781 | 67'731 | 52'521 CHF | 52'348 CHF | 100.00% | 100.00% |