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 | 3.02% | 0.32 CHF | 0.33 CHF | 145'505 | 75'000 | 145'280 | 75'000 | 47'418 CHF | 25'232 CHF | 100.00% | 100.00% |
10.05.2024 | 2.96% | 0.33 CHF | 0.34 CHF | 145'300 | 75'000 | 145'141 | 75'000 | 48'393 CHF | 25'758 CHF | 92.69% | 92.69% |
08.05.2024 | 3.22% | 0.32 CHF | 0.33 CHF | 146'280 | 75'000 | 146'886 | 75'000 | 44'962 CHF | 23'709 CHF | 99.66% | 99.66% |
07.05.2024 | 3.93% | 0.27 CHF | 0.28 CHF | 148'363 | 75'000 | 149'279 | 75'000 | 37'325 CHF | 19'505 CHF | 96.44% | 96.44% |
06.05.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 148'759 | 75'000 | 148'130 | 75'000 | 39'603 CHF | 20'805 CHF | 94.89% | 94.89% |
03.05.2024 | 4.05% | 0.24 CHF | 0.25 CHF | 149'504 | 75'000 | 149'489 | 75'000 | 36'188 CHF | 18'908 CHF | 80.49% | 80.49% |
02.05.2024 | 4.54% | 0.21 CHF | 0.22 CHF | 152'073 | 75'000 | 151'832 | 75'000 | 32'730 CHF | 16'920 CHF | 99.12% | 99.12% |
30.04.2024 | 4.42% | 0.22 CHF | 0.23 CHF | 151'727 | 75'000 | 151'657 | 75'000 | 33'553 CHF | 17'344 CHF | 100.00% | 100.00% |
29.04.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 151'103 | 75'000 | 151'669 | 75'000 | 33'439 CHF | 17'287 CHF | 100.00% | 100.00% |
26.04.2024 | 5.67% | 0.18 CHF | 0.19 CHF | 153'905 | 75'000 | 154'104 | 75'000 | 26'507 CHF | 13'653 CHF | 93.16% | 93.16% |