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 | 3.14% | 0.31 CHF | 0.32 CHF | 128'833 | 75'000 | 124'565 | 74'479 | 40'221 CHF | 24'832 CHF | 90.39% | 90.39% |
14.05.2024 | 2.94% | 0.35 CHF | 0.36 CHF | 122'624 | 75'000 | 123'486 | 75'000 | 41'616 CHF | 26'035 CHF | 98.67% | 98.67% |
13.05.2024 | 3.24% | 0.33 CHF | 0.34 CHF | 125'072 | 75'000 | 125'966 | 75'000 | 40'969 CHF | 25'198 CHF | 95.84% | 95.84% |
10.05.2024 | 3.28% | 0.32 CHF | 0.33 CHF | 128'990 | 75'000 | 130'443 | 75'000 | 40'430 CHF | 24'022 CHF | 100.00% | 100.00% |
08.05.2024 | 3.64% | 0.28 CHF | 0.29 CHF | 136'785 | 75'000 | 139'696 | 75'000 | 38'344 CHF | 21'356 CHF | 97.94% | 97.94% |
07.05.2024 | 3.83% | 0.27 CHF | 0.28 CHF | 140'297 | 75'000 | 142'612 | 75'000 | 37'921 CHF | 20'726 CHF | 96.30% | 96.30% |
06.05.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 141'598 | 75'000 | 145'859 | 75'000 | 36'584 CHF | 19'587 CHF | 100.00% | 100.00% |
03.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 156'917 | 75'000 | 159'440 | 75'000 | 35'541 CHF | 17'476 CHF | 94.78% | 94.78% |
02.05.2024 | 4.66% | 0.21 CHF | 0.22 CHF | 164'762 | 75'000 | 167'109 | 75'000 | 34'999 CHF | 16'459 CHF | 99.13% | 99.13% |
30.04.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 166'095 | 75'000 | 166'685 | 75'000 | 35'437 CHF | 16'699 CHF | 99.79% | 99.79% |