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 | 2.47% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 128'075 | 128'076 | 51'254 CHF | 52'535 CHF | 91.99% | 91.99% |
14.05.2024 | 2.81% | 0.40 CHF | 0.41 CHF | 150'000 | 150'000 | 158'394 | 158'395 | 55'613 CHF | 57'197 CHF | 91.09% | 91.09% |
13.05.2024 | 3.55% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 195'912 | 195'934 | 54'257 CHF | 56'223 CHF | 97.49% | 97.57% |
10.05.2024 | 3.46% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 189'570 | 189'638 | 53'751 CHF | 55'666 CHF | 98.14% | 98.31% |
08.05.2024 | 3.46% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 191'513 | 191'515 | 54'374 CHF | 56'289 CHF | 99.46% | 99.46% |
07.05.2024 | 3.85% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 203'146 | 203'147 | 51'827 CHF | 53'859 CHF | 99.61% | 99.61% |
06.05.2024 | 4.03% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 213'652 | 213'653 | 51'969 CHF | 54'106 CHF | 99.49% | 99.49% |
03.05.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'481 | 249'354 | 52'154 CHF | 54'621 CHF | 97.52% | 97.52% |
02.05.2024 | 4.70% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 253'183 | 253'221 | 52'648 CHF | 55'187 CHF | 99.17% | 99.17% |
30.04.2024 | 4.14% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 220'662 | 220'217 | 52'184 CHF | 54'296 CHF | 97.14% | 97.14% |