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 | 2.12% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'994 | 99'750 | 52'261 CHF | 48'408 CHF | 98.88% | 98.88% |
14.05.2024 | 2.15% | 0.49 CHF | 0.50 CHF | 110'000 | 100'000 | 114'461 | 100'000 | 52'687 CHF | 47'080 CHF | 100.00% | 100.00% |
13.05.2024 | 2.23% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 119'544 | 100'000 | 52'960 CHF | 45'308 CHF | 99.95% | 99.95% |
10.05.2024 | 2.49% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 79'431 CHF | 81'431 CHF | 100.00% | 100.00% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 68'685 CHF | 70'685 CHF | 100.00% | 100.00% |
07.05.2024 | 3.41% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 57'742 CHF | 59'742 CHF | 98.92% | 98.92% |
06.05.2024 | 3.69% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'274 CHF | 55'274 CHF | 100.00% | 100.00% |
03.05.2024 | 3.63% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 54'234 CHF | 56'234 CHF | 98.63% | 98.63% |
02.05.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 58'617 CHF | 60'617 CHF | 99.13% | 99.13% |
30.04.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 58'758 CHF | 60'758 CHF | 100.00% | 100.00% |