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 | 4.12% | 0.19 CHF | 0.20 CHF | 250'000 | 250'000 | 219'954 | 219'954 | 52'198 CHF | 54'398 CHF | 99.58% | 99.58% |
14.05.2024 | 3.06% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 170'256 | 170'257 | 54'821 CHF | 56'524 CHF | 99.76% | 99.76% |
13.05.2024 | 3.09% | 0.35 CHF | 0.36 CHF | 175'000 | 175'000 | 174'744 | 174'739 | 55'637 CHF | 57'383 CHF | 100.00% | 100.00% |
10.05.2024 | 3.88% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 204'837 | 204'837 | 51'733 CHF | 53'782 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'590 CHF | 57'840 CHF | 96.84% | 96.84% |
07.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'003 CHF | 58'253 CHF | 99.83% | 99.83% |
06.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 124'460 | 124'460 | 55'385 CHF | 56'630 CHF | 99.76% | 99.76% |
03.05.2024 | 1.77% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 100'538 | 100'538 | 56'503 CHF | 57'509 CHF | 97.51% | 97.51% |
02.05.2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'921 CHF | 56'921 CHF | 100.00% | 100.00% |
30.04.2024 | 1.89% | 0.59 CHF | 0.60 CHF | 100'000 | 100'000 | 101'738 | 101'738 | 53'309 CHF | 54'326 CHF | 100.00% | 100.00% |