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 | 3.92% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 451'960 | 150'653 | 113'070 CHF | 39'197 CHF | 98.31% | 98.31% |
14.05.2024 | 3.82% | 0.24 CHF | 0.25 CHF | 450'000 | 150'000 | 450'977 | 150'266 | 116'466 CHF | 40'308 CHF | 99.35% | 99.35% |
13.05.2024 | 3.62% | 0.25 CHF | 0.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 122'252 CHF | 42'251 CHF | 98.93% | 98.93% |
10.05.2024 | 3.43% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 149'978 | 129'088 CHF | 44'523 CHF | 99.22% | 99.22% |
08.05.2024 | 3.03% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 148'015 CHF | 50'838 CHF | 98.60% | 98.60% |
07.05.2024 | 2.13% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 432'133 | 144'044 | 200'928 CHF | 68'417 CHF | 94.70% | 94.70% |
06.05.2024 | 1.99% | 0.49 CHF | 0.50 CHF | 450'000 | 150'000 | 354'186 | 118'062 | 175'643 CHF | 59'728 CHF | 99.37% | 99.37% |
03.05.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 449'986 | 150'000 | 201'973 CHF | 68'826 CHF | 99.27% | 99.27% |
02.05.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 450'000 | 150'000 | 450'000 | 149'998 | 202'817 CHF | 69'105 CHF | 99.36% | 99.36% |
30.04.2024 | 1.90% | 0.48 CHF | 0.49 CHF | 450'000 | 150'000 | 349'403 | 116'468 | 180'629 CHF | 61'374 CHF | 99.37% | 99.37% |