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 | 2.54% | 0.37 CHF | 0.38 CHF | 131'205 | 75'000 | 130'528 | 75'000 | 50'783 CHF | 29'935 CHF | 100.00% | 100.00% |
13.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 119'858 | 75'000 | 52'640 CHF | 33'691 CHF | 100.00% | 100.00% |
10.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 117'818 | 75'000 | 52'808 CHF | 34'383 CHF | 100.00% | 100.00% |
08.05.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 110'000 | 75'000 | 105'054 | 75'000 | 52'025 CHF | 37'928 CHF | 100.00% | 100.00% |
07.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'660 CHF | 40'245 CHF | 97.06% | 97.06% |
06.05.2024 | 1.87% | 0.52 CHF | 0.53 CHF | 100'000 | 75'000 | 100'000 | 75'000 | 52'951 CHF | 40'463 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 100'000 | 75'000 | 94'353 | 75'000 | 52'022 CHF | 42'168 CHF | 97.93% | 97.93% |
02.05.2024 | 1.65% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 88'619 | 75'000 | 53'342 CHF | 45'927 CHF | 99.40% | 99.40% |
30.04.2024 | 1.73% | 0.58 CHF | 0.59 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 51'482 CHF | 43'652 CHF | 100.00% | 100.00% |
29.04.2024 | 1.71% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 52'298 CHF | 44'331 CHF | 100.00% | 100.00% |