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 | 3.19% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 171'174 | 171'175 | 52'777 CHF | 54'488 CHF | 99.14% | 99.14% |
14.05.2024 | 3.06% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'300 | 174'300 | 56'073 CHF | 57'816 CHF | 98.91% | 98.91% |
13.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 180'959 | 180'959 | 52'315 CHF | 54'125 CHF | 99.16% | 99.16% |
10.05.2024 | 3.12% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 169'340 | 169'340 | 53'477 CHF | 55'170 CHF | 96.46% | 96.46% |
08.05.2024 | 3.56% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 193'581 | 193'581 | 53'405 CHF | 55'340 CHF | 99.18% | 99.18% |
07.05.2024 | 4.19% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 224'743 | 224'743 | 52'596 CHF | 54'843 CHF | 98.91% | 98.91% |
06.05.2024 | 5.78% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 309'507 | 309'507 | 51'970 CHF | 55'065 CHF | 98.97% | 98.97% |
03.05.2024 | 7.57% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 405'115 | 405'115 | 51'537 CHF | 55'588 CHF | 99.08% | 99.08% |
02.05.2024 | 9.38% | 0.12 CHF | 0.13 CHF | 475'000 | 475'000 | 498'959 | 480'950 | 50'743 CHF | 53'875 CHF | 98.83% | 98.83% |
30.04.2024 | 8.70% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 471'025 | 471'025 | 51'851 CHF | 56'562 CHF | 99.18% | 99.18% |