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 | 1.77% | 0.55 CHF | 0.56 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 22'488 CHF | 22'888 CHF | 100.00% | 100.00% |
10.05.2024 | 1.55% | 0.64 CHF | 0.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 19'263 CHF | 19'563 CHF | 100.00% | 100.00% |
08.05.2024 | 1.31% | 0.77 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'999 CHF | 19'249 CHF | 100.00% | 100.00% |
07.05.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'626 CHF | 21'876 CHF | 100.00% | 100.00% |
06.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 20'990 CHF | 21'240 CHF | 100.00% | 100.00% |
03.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 21'002 CHF | 21'252 CHF | 100.00% | 100.00% |
02.05.2024 | 1.15% | 0.88 CHF | 0.89 CHF | 25'000 | 25'000 | 21'748 | 21'748 | 18'810 CHF | 19'027 CHF | 100.00% | 100.00% |
30.04.2024 | 1.21% | 0.81 CHF | 0.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'374 CHF | 16'574 CHF | 100.00% | 100.00% |
29.04.2024 | 1.18% | 0.83 CHF | 0.84 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 16'808 CHF | 17'008 CHF | 100.00% | 100.00% |
26.04.2024 | 1.13% | 0.88 CHF | 0.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 13'204 CHF | 13'354 CHF | 100.00% | 100.00% |