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 | 4.13% | 0.19 CHF | 0.20 CHF | 150'000 | 150'000 | 144'073 | 144'073 | 39'094 CHF | 40'575 CHF | 100.00% | 100.00% |
14.05.2024 | 2.82% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'519 CHF | 54'019 CHF | 99.99% | 99.99% |
13.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'242 CHF | 50'742 CHF | 100.00% | 100.00% |
10.05.2024 | 2.86% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'647 CHF | 53'147 CHF | 99.99% | 99.99% |
08.05.2024 | 2.10% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 148'495 | 148'495 | 71'317 CHF | 72'817 CHF | 99.67% | 99.67% |
07.05.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 149'931 | 149'931 | 73'611 CHF | 75'111 CHF | 99.74% | 99.74% |
06.05.2024 | 1.62% | 0.59 CHF | 0.60 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 92'084 CHF | 93'584 CHF | 100.00% | 100.00% |
03.05.2024 | 1.22% | 0.78 CHF | 0.79 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 123'814 CHF | 125'314 CHF | 99.83% | 99.83% |
02.05.2024 | 0.95% | 1.05 CHF | 1.06 CHF | 130'000 | 130'000 | 129'909 | 129'909 | 136'597 CHF | 137'896 CHF | 99.54% | 99.54% |
30.04.2024 | 1.23% | 0.92 CHF | 0.93 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 121'592 CHF | 123'092 CHF | 99.98% | 99.98% |