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 | 3.27% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 169'841 | 99'750 | 51'754 CHF | 31'433 CHF | 98.95% | 98.95% |
14.05.2024 | 3.05% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 160'373 | 100'000 | 51'819 CHF | 33'402 CHF | 99.99% | 99.99% |
13.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 148'248 | 100'000 | 51'715 CHF | 35'918 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 82'537 CHF | 84'537 CHF | 100.00% | 100.00% |
08.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 99'371 CHF | 101'371 CHF | 100.00% | 100.00% |
07.05.2024 | 1.70% | 0.55 CHF | 0.56 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 116'572 CHF | 118'572 CHF | 98.09% | 98.09% |
06.05.2024 | 1.57% | 0.66 CHF | 0.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 126'618 CHF | 128'618 CHF | 100.00% | 100.00% |
03.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 126'649 CHF | 128'649 CHF | 98.63% | 98.63% |
02.05.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 120'076 CHF | 122'076 CHF | 99.12% | 99.12% |
30.04.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 120'375 CHF | 122'375 CHF | 100.00% | 100.00% |