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 | 2.52% | 0.41 CHF | 0.42 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 31'412 CHF | 32'212 CHF | 100.00% | 100.00% |
13.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 33'674 CHF | 34'474 CHF | 100.00% | 100.00% |
10.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 35'388 CHF | 36'288 CHF | 100.00% | 100.00% |
08.05.2024 | 2.60% | 0.37 CHF | 0.38 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 34'160 CHF | 35'060 CHF | 100.00% | 100.00% |
07.05.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'247 CHF | 34'247 CHF | 100.00% | 100.00% |
06.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'774 CHF | 34'774 CHF | 100.00% | 100.00% |
03.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 31'259 CHF | 32'159 CHF | 100.00% | 100.00% |
02.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 90'000 | 90'000 | 83'499 | 83'499 | 29'233 CHF | 30'068 CHF | 99.92% | 99.92% |
30.04.2024 | 2.68% | 0.37 CHF | 0.38 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 29'447 CHF | 30'247 CHF | 100.00% | 100.00% |
29.04.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 32'074 CHF | 32'974 CHF | 100.00% | 100.00% |