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 | 1.89% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'406 CHF | 40'055 CHF | 100.00% | 100.00% |
10.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'819 CHF | 39'614 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 111'612 | 75'000 | 52'245 CHF | 35'877 CHF | 100.00% | 100.00% |
07.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'788 | 75'000 | 52'192 CHF | 33'718 CHF | 97.06% | 97.06% |
06.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 120'000 | 75'000 | 52'579 CHF | 33'612 CHF | 100.00% | 100.00% |
03.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 126'493 | 75'000 | 52'292 CHF | 31'814 CHF | 97.69% | 97.69% |
02.05.2024 | 2.70% | 0.34 CHF | 0.35 CHF | 143'103 | 75'000 | 140'461 | 75'000 | 51'387 CHF | 28'197 CHF | 99.40% | 99.40% |
30.04.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'190 | 75'000 | 51'665 CHF | 30'515 CHF | 100.00% | 100.00% |
29.04.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 133'572 | 75'000 | 51'710 CHF | 29'800 CHF | 100.00% | 100.00% |
26.04.2024 | 2.96% | 0.36 CHF | 0.37 CHF | 142'293 | 75'000 | 143'123 | 75'000 | 47'701 CHF | 25'747 CHF | 66.10% | 66.10% |