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 | 1.59% | 0.69 CHF | 0.70 CHF | 80'000 | 75'000 | 83'203 | 74'116 | 53'121 CHF | 48'148 CHF | 99.76% | 99.76% |
13.05.2024 | 1.52% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'000 | 75'000 | 52'200 CHF | 49'688 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 80'000 | 75'000 | 77'923 | 75'000 | 55'153 CHF | 53'864 CHF | 96.74% | 96.74% |
08.05.2024 | 1.55% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 81'022 | 75'000 | 51'950 CHF | 48'859 CHF | 100.00% | 100.00% |
07.05.2024 | 1.64% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 88'675 | 75'000 | 53'669 CHF | 46'178 CHF | 98.05% | 98.05% |
06.05.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 103'524 | 75'000 | 51'789 CHF | 38'327 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 117'659 | 75'000 | 51'801 CHF | 33'934 CHF | 98.39% | 98.39% |
02.05.2024 | 2.64% | 0.35 CHF | 0.36 CHF | 150'000 | 75'000 | 138'798 | 75'000 | 51'791 CHF | 28'792 CHF | 82.56% | 82.56% |
30.04.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 122'293 | 75'000 | 52'224 CHF | 32'811 CHF | 100.00% | 100.00% |
29.04.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 120'000 | 75'000 | 111'689 | 75'000 | 51'765 CHF | 35'528 CHF | 100.00% | 100.00% |