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 | 0.86% | 1.11 CHF | 1.12 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 52'097 CHF | 52'547 CHF | 100.00% | 100.00% |
13.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 57'027 CHF | 57'527 CHF | 100.00% | 100.00% |
10.05.2024 | 0.87% | 1.15 CHF | 1.16 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 51'276 CHF | 51'726 CHF | 100.00% | 100.00% |
08.05.2024 | 0.87% | 1.16 CHF | 1.17 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 51'780 CHF | 52'230 CHF | 100.00% | 100.00% |
07.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 42'314 CHF | 42'664 CHF | 100.00% | 100.00% |
06.05.2024 | 0.64% | 1.55 CHF | 1.56 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 47'082 CHF | 47'382 CHF | 100.00% | 100.00% |
03.05.2024 | 0.58% | 1.65 CHF | 1.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'267 CHF | 43'517 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 1.90 CHF | 1.91 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 47'200 CHF | 47'450 CHF | 100.00% | 100.00% |
30.04.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 54'416 CHF | 54'716 CHF | 100.00% | 100.00% |
29.04.2024 | 0.55% | 1.78 CHF | 1.79 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'962 CHF | 45'212 CHF | 100.00% | 100.00% |