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 | 2.42% | 0.40 CHF | 0.41 CHF | 130'000 | 130'000 | 127'690 | 127'690 | 54'100 CHF | 55'384 CHF | 100.00% | 100.00% |
14.05.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 126'382 | 126'382 | 55'344 CHF | 56'610 CHF | 100.00% | 100.00% |
13.05.2024 | 2.72% | 0.39 CHF | 0.40 CHF | 130'000 | 130'000 | 130'048 | 130'048 | 47'286 CHF | 48'587 CHF | 100.00% | 100.00% |
10.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 49'036 CHF | 50'336 CHF | 100.00% | 100.00% |
08.05.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 130'000 | 130'000 | 129'970 | 129'970 | 48'518 CHF | 49'818 CHF | 99.06% | 99.06% |
07.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 130'000 | 130'000 | 129'971 | 129'971 | 47'298 CHF | 48'600 CHF | 99.63% | 99.63% |
06.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 48'841 CHF | 50'241 CHF | 100.00% | 100.00% |
03.05.2024 | 2.83% | 0.34 CHF | 0.35 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 48'770 CHF | 50'170 CHF | 100.00% | 100.00% |
02.05.2024 | 2.75% | 0.35 CHF | 0.36 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 50'295 CHF | 51'695 CHF | 99.99% | 99.99% |
30.04.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 47'647 CHF | 49'047 CHF | 100.00% | 100.00% |