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 | 2.68% | 0.61 CHF | 0.62 CHF | 210'000 | 210'000 | 78'277 | 78'277 | 50'386 CHF | 51'521 CHF | 99.59% | 99.59% |
14.05.2024 | 2.60% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 75'769 | 75'769 | 50'854 CHF | 51'937 CHF | 99.53% | 99.53% |
13.05.2024 | 1.77% | 0.65 CHF | 0.66 CHF | 210'000 | 210'000 | 87'910 | 87'910 | 51'287 CHF | 52'169 CHF | 98.96% | 98.96% |
10.05.2024 | 2.32% | 0.51 CHF | 0.52 CHF | 240'000 | 240'000 | 95'299 | 95'299 | 44'097 CHF | 45'055 CHF | 99.32% | 99.32% |
08.05.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 95'080 | 95'080 | 50'571 CHF | 51'527 CHF | 99.00% | 99.00% |
07.05.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 96'231 | 96'231 | 51'631 CHF | 52'596 CHF | 97.90% | 97.90% |
06.05.2024 | 2.25% | 0.52 CHF | 0.53 CHF | 260'000 | 260'000 | 107'909 | 107'909 | 51'033 CHF | 52'117 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 0.43 CHF | 0.44 CHF | 300'000 | 300'000 | 118'868 | 118'868 | 47'929 CHF | 49'122 CHF | 99.90% | 99.90% |
02.05.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 330'000 | 330'000 | 129'924 | 129'924 | 46'682 CHF | 47'987 CHF | 99.92% | 99.92% |
30.04.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 270'000 | 270'000 | 108'153 | 108'153 | 49'926 CHF | 51'013 CHF | 100.00% | 100.00% |