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 | 1.82% | 0.53 CHF | 0.54 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 38'163 CHF | 38'863 CHF | 100.00% | 100.00% |
10.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 51'018 CHF | 51'918 CHF | 100.00% | 100.00% |
08.05.2024 | 2.10% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 47'150 CHF | 48'150 CHF | 100.00% | 100.00% |
07.05.2024 | 2.41% | 0.44 CHF | 0.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 41'055 CHF | 42'055 CHF | 100.00% | 100.00% |
06.05.2024 | 2.63% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 47'011 CHF | 48'261 CHF | 100.00% | 100.00% |
03.05.2024 | 2.84% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 43'386 CHF | 44'636 CHF | 100.00% | 100.00% |
02.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 108'744 | 108'744 | 36'744 CHF | 37'831 CHF | 100.00% | 100.00% |
30.04.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 35'158 CHF | 36'158 CHF | 100.00% | 100.00% |
29.04.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 36'100 CHF | 37'100 CHF | 100.00% | 100.00% |
26.04.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 33'436 CHF | 34'436 CHF | 100.00% | 100.00% |