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 | 2.06% | 0.48 CHF | 0.49 CHF | 170'000 | 170'000 | 169'684 | 169'684 | 81'728 CHF | 83'428 CHF | 100.00% | 100.00% |
14.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 160'000 | 160'000 | 159'913 | 159'913 | 75'774 CHF | 77'374 CHF | 99.98% | 99.98% |
13.05.2024 | 1.98% | 0.49 CHF | 0.50 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 84'971 CHF | 86'671 CHF | 100.00% | 100.00% |
10.05.2024 | 2.06% | 0.48 CHF | 0.49 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 86'589 CHF | 88'389 CHF | 100.00% | 100.00% |
08.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 81'172 CHF | 82'972 CHF | 99.15% | 99.15% |
07.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 180'000 | 180'000 | 179'700 | 179'700 | 79'299 CHF | 81'099 CHF | 100.00% | 100.00% |
06.05.2024 | 2.22% | 0.44 CHF | 0.45 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 80'045 CHF | 81'845 CHF | 100.00% | 100.00% |
03.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 180'000 | 180'000 | 182'919 | 182'919 | 79'182 CHF | 81'012 CHF | 100.00% | 100.00% |
02.05.2024 | 2.32% | 0.43 CHF | 0.44 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 72'473 CHF | 74'173 CHF | 100.00% | 100.00% |
30.04.2024 | 1.92% | 0.51 CHF | 0.52 CHF | 170'000 | 170'000 | 169'144 | 169'144 | 87'448 CHF | 89'140 CHF | 100.00% | 100.00% |