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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 2.71% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 72'910 CHF | 74'910 CHF | 100.00% | 100.00% |
14.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 200'000 | 200'000 | 202'398 | 202'401 | 70'642 CHF | 72'667 CHF | 99.72% | 99.72% |
13.05.2024 | 2.47% | 0.39 CHF | 0.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'948 CHF | 81'948 CHF | 100.00% | 100.00% |
10.05.2024 | 2.42% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 81'503 CHF | 83'503 CHF | 100.00% | 100.00% |
08.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 205'154 | 205'157 | 72'344 CHF | 74'396 CHF | 100.00% | 100.00% |
07.05.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 71'571 CHF | 73'821 CHF | 99.77% | 99.77% |
06.05.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 225'000 | 225'000 | 225'441 | 225'441 | 66'889 CHF | 69'143 CHF | 99.76% | 99.76% |
03.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 236'194 | 236'193 | 65'606 CHF | 67'968 CHF | 100.00% | 100.00% |
02.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 249'548 | 249'548 | 68'790 CHF | 71'285 CHF | 100.00% | 100.00% |
30.04.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 225'000 | 225'000 | 241'409 | 241'406 | 69'328 CHF | 71'741 CHF | 100.00% | 100.00% |