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 | 1.43% | 0.69 CHF | 0.70 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 104'375 CHF | 105'875 CHF | 100.00% | 100.00% |
10.05.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 124'522 CHF | 126'272 CHF | 100.00% | 100.00% |
08.05.2024 | 1.58% | 0.64 CHF | 0.65 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 110'174 CHF | 111'924 CHF | 100.00% | 100.00% |
07.05.2024 | 1.63% | 0.64 CHF | 0.65 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 106'663 CHF | 108'413 CHF | 100.00% | 100.00% |
06.05.2024 | 1.61% | 0.61 CHF | 0.62 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 107'870 CHF | 109'620 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 118'064 CHF | 120'064 CHF | 100.00% | 100.00% |
02.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 105'471 CHF | 107'471 CHF | 100.00% | 100.00% |
30.04.2024 | 1.83% | 0.51 CHF | 0.52 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 94'524 CHF | 96'274 CHF | 100.00% | 100.00% |
29.04.2024 | 1.74% | 0.55 CHF | 0.56 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 99'616 CHF | 101'366 CHF | 100.00% | 100.00% |
26.04.2024 | 1.83% | 0.57 CHF | 0.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 108'466 CHF | 110'466 CHF | 100.00% | 100.00% |