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 | 2.94% | 0.34 CHF | 0.35 CHF | 210'000 | 210'000 | 209'065 | 209'065 | 70'598 CHF | 72'693 CHF | 99.98% | 99.98% |
14.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 210'000 | 210'000 | 210'536 | 210'536 | 76'324 CHF | 78'431 CHF | 100.00% | 100.00% |
13.05.2024 | 3.01% | 0.34 CHF | 0.35 CHF | 220'000 | 220'000 | 220'000 | 220'000 | 72'103 CHF | 74'303 CHF | 100.00% | 100.00% |
10.05.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 67'959 CHF | 70'059 CHF | 100.00% | 100.00% |
08.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 210'000 | 210'000 | 209'076 | 209'076 | 71'626 CHF | 73'716 CHF | 99.08% | 99.08% |
07.05.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 200'000 | 200'000 | 199'920 | 199'920 | 74'537 CHF | 76'537 CHF | 100.00% | 100.00% |
06.05.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 190'000 | 190'000 | 189'991 | 189'991 | 77'804 CHF | 79'704 CHF | 100.00% | 100.00% |
03.05.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 190'000 | 190'000 | 189'882 | 189'882 | 83'904 CHF | 85'803 CHF | 99.80% | 99.80% |
02.05.2024 | 2.28% | 0.45 CHF | 0.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 86'596 CHF | 88'596 CHF | 100.00% | 100.00% |
30.04.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 84'111 CHF | 86'111 CHF | 100.00% | 100.00% |