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 | 3.07% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'757 | 174'757 | 56'061 CHF | 57'809 CHF | 100.00% | 100.00% |
14.05.2024 | 3.28% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'486 CHF | 54'236 CHF | 100.00% | 100.00% |
13.05.2024 | 3.21% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'667 CHF | 55'417 CHF | 100.00% | 100.00% |
10.05.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 171'908 | 171'907 | 56'870 CHF | 58'589 CHF | 100.00% | 100.00% |
08.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 169'755 | 169'755 | 55'084 CHF | 56'781 CHF | 100.00% | 100.00% |
07.05.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 174'996 | 175'083 | 56'379 CHF | 58'159 CHF | 99.74% | 99.74% |
06.05.2024 | 3.53% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'907 | 197'907 | 55'117 CHF | 57'096 CHF | 99.51% | 99.51% |
03.05.2024 | 3.70% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'725 | 196'019 | 52'507 CHF | 54'007 CHF | 99.69% | 99.69% |
02.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 197'629 | 197'629 | 53'244 CHF | 55'221 CHF | 99.99% | 99.99% |
30.04.2024 | 3.67% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 197'550 | 197'555 | 52'877 CHF | 54'853 CHF | 100.00% | 100.00% |