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 | 4.70% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 149'732 | 149'732 | 31'219 CHF | 32'719 CHF | 100.00% | 100.00% |
14.05.2024 | 4.42% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 155'980 | 155'980 | 34'681 CHF | 36'242 CHF | 99.66% | 99.66% |
13.05.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 41'524 CHF | 43'124 CHF | 100.00% | 100.00% |
10.05.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 40'960 CHF | 42'560 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.27 CHF | 0.28 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 41'495 CHF | 43'095 CHF | 99.06% | 99.06% |
07.05.2024 | 3.53% | 0.27 CHF | 0.28 CHF | 160'000 | 160'000 | 159'916 | 159'916 | 44'612 CHF | 46'212 CHF | 100.00% | 100.00% |
06.05.2024 | 3.40% | 0.28 CHF | 0.29 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 46'326 CHF | 47'926 CHF | 100.00% | 100.00% |
03.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 170'000 | 170'000 | 167'071 | 167'071 | 53'183 CHF | 54'853 CHF | 99.98% | 99.98% |
02.05.2024 | 3.03% | 0.31 CHF | 0.32 CHF | 160'000 | 160'000 | 168'132 | 168'132 | 54'650 CHF | 56'331 CHF | 99.99% | 99.99% |
30.04.2024 | 3.24% | 0.37 CHF | 0.38 CHF | 170'000 | 170'000 | 164'345 | 164'345 | 52'007 CHF | 53'650 CHF | 99.98% | 99.98% |