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 | 2.99% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 148'313 | 148'313 | 50'705 CHF | 52'197 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 156'330 | 156'330 | 54'635 CHF | 56'201 CHF | 99.99% | 99.99% |
13.05.2024 | 3.50% | 0.30 CHF | 0.31 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 47'779 CHF | 49'479 CHF | 100.00% | 100.00% |
10.05.2024 | 3.32% | 0.28 CHF | 0.30 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 50'287 CHF | 51'987 CHF | 100.00% | 100.00% |
08.05.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 170'000 | 170'000 | 169'961 | 169'961 | 48'876 CHF | 50'576 CHF | 99.06% | 99.06% |
07.05.2024 | 3.48% | 0.28 CHF | 0.30 CHF | 170'000 | 170'000 | 169'699 | 169'699 | 48'088 CHF | 49'788 CHF | 99.63% | 99.63% |
06.05.2024 | 3.63% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 48'754 CHF | 50'554 CHF | 100.00% | 100.00% |
03.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 48'935 CHF | 50'735 CHF | 100.00% | 100.00% |
02.05.2024 | 3.54% | 0.27 CHF | 0.28 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 50'021 CHF | 51'821 CHF | 99.99% | 99.99% |
30.04.2024 | 3.74% | 0.26 CHF | 0.27 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 47'206 CHF | 49'006 CHF | 100.00% | 100.00% |