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 | 2.27% | 0.43 CHF | 0.44 CHF | 130'000 | 130'000 | 127'679 | 127'679 | 57'864 CHF | 59'148 CHF | 100.00% | 100.00% |
14.05.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 130'000 | 130'000 | 129'774 | 129'774 | 60'291 CHF | 61'591 CHF | 100.00% | 100.00% |
13.05.2024 | 2.54% | 0.42 CHF | 0.43 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 54'483 CHF | 55'883 CHF | 100.00% | 100.00% |
10.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 56'328 CHF | 57'728 CHF | 100.00% | 100.00% |
08.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 140'000 | 140'000 | 139'968 | 139'968 | 55'661 CHF | 57'061 CHF | 99.06% | 99.06% |
07.05.2024 | 2.53% | 0.40 CHF | 0.41 CHF | 140'000 | 140'000 | 139'819 | 139'819 | 54'663 CHF | 56'063 CHF | 99.66% | 99.66% |
06.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 52'732 CHF | 54'132 CHF | 100.00% | 100.00% |
03.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 52'706 CHF | 54'106 CHF | 99.99% | 99.99% |
02.05.2024 | 2.55% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 54'179 CHF | 55'579 CHF | 100.00% | 100.00% |
30.04.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 51'664 CHF | 53'064 CHF | 100.00% | 100.00% |