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% | 0.41 CHF | 0.42 CHF | 130'000 | 75'000 | 126'449 | 74'243 | 52'137 CHF | 31'380 CHF | 98.94% | 98.94% |
14.05.2024 | 2.70% | 0.40 CHF | 0.41 CHF | 130'000 | 75'000 | 120'877 | 71'577 | 48'286 CHF | 29'349 CHF | 86.45% | 86.45% |
13.05.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 75'000 | 120'753 | 75'000 | 52'605 CHF | 33'437 CHF | 99.19% | 99.19% |
10.05.2024 | 2.50% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 130'615 | 75'000 | 51'657 CHF | 30'429 CHF | 88.22% | 88.22% |
08.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 136'872 | 75'000 | 136'944 | 75'000 | 45'960 CHF | 25'922 CHF | 99.38% | 99.38% |
07.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 136'896 | 75'000 | 137'046 | 75'000 | 43'926 CHF | 24'791 CHF | 98.30% | 98.30% |
06.05.2024 | 3.06% | 0.31 CHF | 0.32 CHF | 136'906 | 75'000 | 136'704 | 75'000 | 43'965 CHF | 24'871 CHF | 100.00% | 100.00% |
03.05.2024 | 3.33% | 0.29 CHF | 0.30 CHF | 137'225 | 75'000 | 137'494 | 75'000 | 40'741 CHF | 22'977 CHF | 98.63% | 98.63% |
02.05.2024 | 3.56% | 0.29 CHF | 0.30 CHF | 138'690 | 75'000 | 138'813 | 75'000 | 38'523 CHF | 21'568 CHF | 99.13% | 99.13% |
30.04.2024 | 2.72% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 121'592 | 75'000 | 51'761 CHF | 32'864 CHF | 100.00% | 100.00% |