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 | 2.97% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 163'144 | 163'145 | 54'130 CHF | 55'762 CHF | 100.00% | 100.00% |
14.05.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 175'000 | 175'000 | 191'418 | 191'416 | 53'340 CHF | 55'254 CHF | 99.02% | 99.02% |
13.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'731 | 174'731 | 55'917 CHF | 57'664 CHF | 100.00% | 100.00% |
10.05.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'688 CHF | 54'188 CHF | 100.00% | 100.00% |
08.05.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 153'702 | 153'700 | 52'923 CHF | 54'459 CHF | 100.00% | 100.00% |
07.05.2024 | 3.07% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'148 CHF | 57'898 CHF | 99.79% | 99.79% |
06.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'870 CHF | 58'620 CHF | 99.77% | 99.77% |
03.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 173'692 | 173'693 | 56'159 CHF | 57'896 CHF | 100.00% | 100.00% |
02.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'255 CHF | 57'005 CHF | 100.00% | 100.00% |
30.04.2024 | 3.22% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'477 | 175'477 | 53'574 CHF | 55'329 CHF | 100.00% | 100.00% |