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 | 2.03% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 219'696 | 219'696 | 107'301 CHF | 109'498 CHF | 100.00% | 100.00% |
14.05.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 100'637 CHF | 102'887 CHF | 92.20% | 92.20% |
13.05.2024 | 2.22% | 0.45 CHF | 0.46 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 100'061 CHF | 102'311 CHF | 100.00% | 100.00% |
10.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 225'000 | 225'000 | 231'458 | 231'452 | 96'847 CHF | 99'160 CHF | 100.00% | 100.00% |
08.05.2024 | 2.81% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 271'524 | 271'524 | 95'375 CHF | 98'091 CHF | 100.00% | 100.00% |
07.05.2024 | 3.17% | 0.33 CHF | 0.34 CHF | 275'000 | 275'000 | 291'658 | 291'655 | 90'398 CHF | 93'314 CHF | 100.00% | 100.00% |
06.05.2024 | 3.60% | 0.27 CHF | 0.28 CHF | 325'000 | 325'000 | 322'283 | 322'282 | 87'940 CHF | 91'162 CHF | 100.00% | 100.00% |
03.05.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 350'000 | 350'000 | 344'139 | 344'139 | 87'636 CHF | 91'078 CHF | 97.86% | 97.86% |
02.05.2024 | 3.90% | 0.24 CHF | 0.25 CHF | 350'000 | 350'000 | 344'565 | 344'564 | 86'567 CHF | 90'012 CHF | 100.00% | 100.00% |
30.04.2024 | 3.65% | 0.25 CHF | 0.26 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 87'512 CHF | 90'762 CHF | 100.00% | 100.00% |