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 | 3.30% | 0.28 CHF | 0.30 CHF | 150'000 | 150'000 | 147'332 | 147'332 | 45'567 CHF | 47'048 CHF | 100.00% | 100.00% |
14.05.2024 | 3.14% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 154'144 | 154'144 | 48'824 CHF | 50'368 CHF | 100.00% | 100.00% |
13.05.2024 | 3.96% | 0.28 CHF | 0.28 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 42'157 CHF | 43'857 CHF | 100.00% | 100.00% |
10.05.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 44'097 CHF | 45'797 CHF | 100.00% | 100.00% |
08.05.2024 | 3.84% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 169'961 | 169'961 | 43'401 CHF | 45'101 CHF | 99.06% | 99.06% |
07.05.2024 | 3.92% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 169'780 | 169'780 | 42'633 CHF | 44'333 CHF | 99.66% | 99.66% |
06.05.2024 | 4.12% | 0.25 CHF | 0.26 CHF | 170'000 | 170'000 | 175'184 | 175'184 | 41'652 CHF | 43'404 CHF | 100.00% | 100.00% |
03.05.2024 | 4.12% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 178'899 | 178'899 | 42'510 CHF | 44'299 CHF | 99.99% | 99.99% |
02.05.2024 | 3.97% | 0.23 CHF | 0.24 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 44'468 CHF | 46'268 CHF | 99.99% | 99.99% |
30.04.2024 | 4.22% | 0.23 CHF | 0.24 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 39'471 CHF | 41'171 CHF | 100.00% | 100.00% |