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 | 1.24% | 0.80 CHF | 0.81 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 36'141 CHF | 36'591 CHF | 100.00% | 100.00% |
13.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 34'986 CHF | 35'436 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 32'390 CHF | 32'790 CHF | 100.00% | 100.00% |
08.05.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'323 CHF | 34'723 CHF | 100.00% | 100.00% |
07.05.2024 | 1.14% | 0.87 CHF | 0.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'783 CHF | 35'183 CHF | 100.00% | 100.00% |
06.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 34'787 CHF | 35'187 CHF | 100.00% | 100.00% |
03.05.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 35'718 CHF | 36'118 CHF | 100.00% | 100.00% |
02.05.2024 | 1.09% | 0.90 CHF | 0.91 CHF | 45'000 | 45'000 | 38'497 | 38'497 | 35'023 CHF | 35'408 CHF | 100.00% | 100.00% |
30.04.2024 | 1.24% | 0.81 CHF | 0.82 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 28'065 CHF | 28'415 CHF | 100.00% | 100.00% |
29.04.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 27'101 CHF | 27'451 CHF | 100.00% | 100.00% |