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 | 1.53% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'062 | 75'000 | 52'028 CHF | 49'490 CHF | 100.00% | 100.00% |
13.05.2024 | 1.66% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'846 CHF | 45'622 CHF | 100.00% | 100.00% |
10.05.2024 | 1.68% | 0.60 CHF | 0.61 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'241 CHF | 45'117 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 100'000 | 75'000 | 97'841 | 75'000 | 53'220 CHF | 41'572 CHF | 100.00% | 100.00% |
07.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 51'467 CHF | 39'351 CHF | 97.06% | 97.06% |
06.05.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'063 | 75'000 | 51'429 CHF | 39'299 CHF | 100.00% | 100.00% |
03.05.2024 | 2.03% | 0.50 CHF | 0.51 CHF | 100'000 | 75'000 | 106'776 | 75'000 | 52'141 CHF | 37'443 CHF | 97.94% | 97.94% |
02.05.2024 | 2.25% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 120'476 | 75'000 | 52'957 CHF | 33'750 CHF | 99.40% | 99.40% |
30.04.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 110'000 | 75'000 | 51'976 CHF | 36'188 CHF | 100.00% | 100.00% |
29.04.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 75'000 | 110'264 | 75'000 | 51'163 CHF | 35'553 CHF | 100.00% | 100.00% |