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 | 1.31% | 0.79 CHF | 0.80 CHF | 60'000 | 60'000 | 62'586 | 62'586 | 47'304 CHF | 47'930 CHF | 100.00% | 100.00% |
13.05.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 46'542 CHF | 47'192 CHF | 100.00% | 100.00% |
10.05.2024 | 1.41% | 0.70 CHF | 0.71 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 45'685 CHF | 46'335 CHF | 100.00% | 100.00% |
08.05.2024 | 1.41% | 0.69 CHF | 0.70 CHF | 65'000 | 65'000 | 64'991 | 64'991 | 45'740 CHF | 46'390 CHF | 99.09% | 99.09% |
07.05.2024 | 1.40% | 0.73 CHF | 0.74 CHF | 65'000 | 65'000 | 64'950 | 64'950 | 46'000 CHF | 46'650 CHF | 99.91% | 99.91% |
06.05.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 44'869 CHF | 45'519 CHF | 100.00% | 100.00% |
03.05.2024 | 1.46% | 0.67 CHF | 0.68 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 44'216 CHF | 44'866 CHF | 100.00% | 100.00% |
02.05.2024 | 1.52% | 0.67 CHF | 0.68 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 42'434 CHF | 43'084 CHF | 99.99% | 99.99% |
30.04.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 69'957 | 69'957 | 32'811 CHF | 33'511 CHF | 100.00% | 100.00% |
29.04.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 70'000 | 70'000 | 69'996 | 69'996 | 34'392 CHF | 35'092 CHF | 100.00% | 100.00% |