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 | 3.44% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 128'511 CHF | 44'337 CHF | 99.44% | 99.44% |
14.05.2024 | 3.30% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'038 CHF | 46'179 CHF | 96.37% | 96.37% |
13.05.2024 | 3.00% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'876 CHF | 50'792 CHF | 99.06% | 99.06% |
10.05.2024 | 2.92% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 151'739 CHF | 52'080 CHF | 99.39% | 99.39% |
08.05.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'359 CHF | 57'620 CHF | 99.39% | 99.39% |
07.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 165'196 CHF | 56'565 CHF | 99.41% | 99.41% |
06.05.2024 | 2.83% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'144 CHF | 53'882 CHF | 99.16% | 99.16% |
03.05.2024 | 2.87% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 155'249 CHF | 53'250 CHF | 99.28% | 99.28% |
02.05.2024 | 3.14% | 0.34 CHF | 0.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 141'148 CHF | 48'550 CHF | 98.85% | 98.85% |
30.04.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 194'963 CHF | 66'488 CHF | 99.31% | 99.31% |