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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 2.68% | 0.38 CHF | 0.39 CHF | 134'131 | 75'000 | 134'494 | 75'000 | 49'537 CHF | 28'375 CHF | 100.00% | 100.00% |
08.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 136'065 | 75'000 | 136'673 | 75'000 | 43'863 CHF | 24'823 CHF | 100.00% | 100.00% |
07.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 137'422 | 75'000 | 137'558 | 75'000 | 40'228 CHF | 22'685 CHF | 97.06% | 97.06% |
06.05.2024 | 3.40% | 0.30 CHF | 0.31 CHF | 137'164 | 75'000 | 137'440 | 75'000 | 39'796 CHF | 22'468 CHF | 100.00% | 100.00% |
03.05.2024 | 3.69% | 0.28 CHF | 0.29 CHF | 137'799 | 75'000 | 138'677 | 75'000 | 37'024 CHF | 20'785 CHF | 97.92% | 97.92% |
02.05.2024 | 4.51% | 0.19 CHF | 0.20 CHF | 143'247 | 75'000 | 141'669 | 75'000 | 30'825 CHF | 17'073 CHF | 99.40% | 99.40% |
30.04.2024 | 3.93% | 0.24 CHF | 0.25 CHF | 141'317 | 75'000 | 140'354 | 75'000 | 35'030 CHF | 19'470 CHF | 100.00% | 100.00% |
29.04.2024 | 4.06% | 0.25 CHF | 0.26 CHF | 140'546 | 75'000 | 140'729 | 75'000 | 33'970 CHF | 18'855 CHF | 100.00% | 100.00% |
26.04.2024 | 5.02% | 0.23 CHF | 0.24 CHF | 141'508 | 75'000 | 142'773 | 75'000 | 27'934 CHF | 15'429 CHF | 99.22% | 99.22% |
25.04.2024 | 5.69% | 0.14 CHF | 0.15 CHF | 145'330 | 75'000 | 144'041 | 75'000 | 25'024 CHF | 13'793 CHF | 99.02% | 99.02% |