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 | 0.65% | 1.53 CHF | 1.54 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 68'494 CHF | 68'944 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 63'597 CHF | 63'997 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 72'603 CHF | 73'053 CHF | 100.00% | 100.00% |
07.05.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 67'430 CHF | 67'830 CHF | 100.00% | 100.00% |
06.05.2024 | 0.59% | 1.68 CHF | 1.69 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 67'665 CHF | 68'065 CHF | 100.00% | 100.00% |
03.05.2024 | 0.56% | 1.72 CHF | 1.73 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 61'790 CHF | 62'140 CHF | 100.00% | 100.00% |
02.05.2024 | 0.56% | 1.82 CHF | 1.83 CHF | 35'000 | 35'000 | 38'252 | 38'252 | 68'356 CHF | 68'738 CHF | 100.00% | 100.00% |
30.04.2024 | 0.55% | 1.82 CHF | 1.83 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 71'976 CHF | 72'376 CHF | 100.00% | 100.00% |
29.04.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 68'556 CHF | 68'956 CHF | 100.00% | 100.00% |
26.04.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 70'956 CHF | 71'356 CHF | 100.00% | 100.00% |