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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.72% | 1.35 CHF | 1.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'838 CHF | 35'088 CHF | 100.00% | 100.00% |
10.05.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 34'947 CHF | 35'197 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.37 CHF | 1.38 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 41'371 CHF | 41'671 CHF | 100.00% | 100.00% |
07.05.2024 | 0.78% | 1.28 CHF | 1.29 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 44'496 CHF | 44'846 CHF | 100.00% | 100.00% |
06.05.2024 | 1.06% | 0.96 CHF | 0.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 37'532 CHF | 37'932 CHF | 100.00% | 100.00% |
03.05.2024 | 1.20% | 0.88 CHF | 0.89 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 37'245 CHF | 37'695 CHF | 100.00% | 100.00% |
02.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 33'073 CHF | 33'523 CHF | 100.00% | 100.00% |
30.04.2024 | 1.27% | 0.76 CHF | 0.77 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 31'403 CHF | 31'803 CHF | 100.00% | 100.00% |
29.04.2024 | 1.25% | 0.81 CHF | 0.82 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 35'873 CHF | 36'323 CHF | 100.00% | 100.00% |
26.04.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'648 CHF | 38'148 CHF | 100.00% | 100.00% |