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 | 2.76% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'624 CHF | 55'124 CHF | 98.90% | 98.90% |
13.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 168'452 | 168'452 | 55'766 CHF | 57'450 CHF | 99.15% | 99.15% |
10.05.2024 | 3.02% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'116 CHF | 58'866 CHF | 96.48% | 96.48% |
08.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 53'724 CHF | 55'474 CHF | 99.14% | 99.14% |
07.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'460 CHF | 57'210 CHF | 98.92% | 98.92% |
06.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'987 | 174'987 | 53'585 CHF | 55'335 CHF | 98.98% | 98.98% |
03.05.2024 | 2.87% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 153'324 | 153'324 | 52'717 CHF | 54'251 CHF | 97.40% | 97.40% |
02.05.2024 | 4.70% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 249'987 | 249'987 | 51'931 CHF | 54'431 CHF | 98.73% | 98.73% |
30.04.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 226'314 | 226'314 | 52'663 CHF | 54'926 CHF | 99.06% | 99.06% |
29.04.2024 | 4.45% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 239'074 | 239'074 | 52'606 CHF | 54'997 CHF | 99.03% | 99.03% |