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 | 2.37% | 0.48 CHF | 0.45 CHF | 125'000 | 125'000 | 125'393 | 125'393 | 52'368 CHF | 53'622 CHF | 77.88% | 99.14% |
14.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 146'582 | 146'581 | 56'273 CHF | 57'738 CHF | 98.91% | 98.91% |
13.05.2024 | 2.31% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 130'611 | 130'611 | 55'794 CHF | 57'100 CHF | 91.64% | 99.17% |
10.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 136'874 | 136'874 | 54'009 CHF | 55'378 CHF | 96.49% | 96.49% |
08.05.2024 | 2.70% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'663 | 149'663 | 54'812 CHF | 56'309 CHF | 99.15% | 99.15% |
07.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 128'682 | 128'682 | 52'054 CHF | 53'341 CHF | 98.99% | 98.99% |
06.05.2024 | 2.82% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'555 | 150'555 | 52'603 CHF | 54'109 CHF | 98.94% | 98.94% |
03.05.2024 | 3.41% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 190'198 | 190'198 | 54'819 CHF | 56'721 CHF | 98.55% | 98.55% |
02.05.2024 | 3.62% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'330 CHF | 56'330 CHF | 98.81% | 98.81% |
30.04.2024 | 3.20% | 0.27 CHF | 0.28 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'915 CHF | 55'665 CHF | 99.08% | 99.08% |