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 | 1.96% | 0.53 CHF | 0.54 CHF | 100'000 | 75'000 | 103'189 | 75'000 | 52'073 CHF | 38'642 CHF | 100.00% | 100.00% |
13.05.2024 | 2.17% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 114'691 | 75'000 | 52'146 CHF | 34'868 CHF | 100.00% | 100.00% |
10.05.2024 | 2.21% | 0.46 CHF | 0.47 CHF | 110'000 | 75'000 | 117'431 | 75'000 | 52'619 CHF | 34'375 CHF | 100.00% | 100.00% |
08.05.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 129'918 | 75'000 | 51'838 CHF | 30'701 CHF | 99.23% | 99.23% |
07.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 137'422 | 75'000 | 136'836 | 75'000 | 50'758 CHF | 28'582 CHF | 86.78% | 86.78% |
06.05.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 137'164 | 75'000 | 137'440 | 75'000 | 50'791 CHF | 28'468 CHF | 100.00% | 100.00% |
03.05.2024 | 2.85% | 0.36 CHF | 0.37 CHF | 137'799 | 75'000 | 138'610 | 75'000 | 48'056 CHF | 26'766 CHF | 97.33% | 97.33% |
02.05.2024 | 3.31% | 0.27 CHF | 0.28 CHF | 143'247 | 75'000 | 141'669 | 75'000 | 42'159 CHF | 23'073 CHF | 99.40% | 99.40% |
30.04.2024 | 2.99% | 0.32 CHF | 0.33 CHF | 141'317 | 75'000 | 140'354 | 75'000 | 46'259 CHF | 25'470 CHF | 100.00% | 100.00% |
29.04.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 140'546 | 75'000 | 140'729 | 75'000 | 45'228 CHF | 24'855 CHF | 100.00% | 100.00% |