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 | 2.39% | 0.39 CHF | 0.40 CHF | 175'000 | 175'000 | 163'107 | 163'107 | 67'305 CHF | 68'936 CHF | 100.00% | 100.00% |
14.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 64'522 CHF | 66'022 CHF | 92.23% | 92.23% |
13.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 64'202 CHF | 65'702 CHF | 100.00% | 100.00% |
10.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 64'523 CHF | 66'023 CHF | 100.00% | 100.00% |
08.05.2024 | 2.14% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 69'485 CHF | 70'985 CHF | 100.00% | 100.00% |
07.05.2024 | 2.13% | 0.46 CHF | 0.47 CHF | 150'000 | 150'000 | 149'996 | 150'000 | 69'614 CHF | 71'116 CHF | 100.00% | 100.00% |
06.05.2024 | 2.02% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 73'378 CHF | 74'878 CHF | 100.00% | 100.00% |
03.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 150'000 | 150'000 | 132'830 | 132'830 | 69'981 CHF | 71'309 CHF | 97.87% | 97.87% |
02.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 70'532 CHF | 71'782 CHF | 100.00% | 100.00% |
30.04.2024 | 1.89% | 0.54 CHF | 0.55 CHF | 150'000 | 150'000 | 147'416 | 147'416 | 77'351 CHF | 78'825 CHF | 100.00% | 100.00% |