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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.39% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 132'927 | 132'929 | 54'918 CHF | 56'248 CHF | 99.79% | 99.79% |
13.05.2024 | 2.77% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 149'983 | 150'000 | 53'432 CHF | 54'938 CHF | 100.00% | 100.00% |
10.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'751 CHF | 55'251 CHF | 100.00% | 100.00% |
08.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'921 CHF | 55'421 CHF | 100.00% | 100.00% |
07.05.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 160'691 | 160'691 | 54'025 CHF | 55'632 CHF | 99.78% | 99.78% |
06.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 175'000 | 175'000 | 173'444 | 173'442 | 56'735 CHF | 58'469 CHF | 99.77% | 99.77% |
03.05.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'720 CHF | 53'470 CHF | 100.00% | 100.00% |
02.05.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 177'949 | 177'967 | 51'819 CHF | 53'604 CHF | 100.00% | 100.00% |
30.04.2024 | 3.09% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 166'734 | 166'692 | 53'406 CHF | 55'066 CHF | 98.46% | 98.46% |
29.04.2024 | 3.38% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 177'153 | 177'153 | 51'499 CHF | 53'271 CHF | 96.25% | 96.25% |