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 | 3.13% | 0.31 CHF | 0.32 CHF | 158'444 | 25'000 | 158'033 | 24'950 | 50'270 CHF | 8'191 CHF | 98.95% | 98.95% |
14.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 147'931 | 25'000 | 51'680 CHF | 8'990 CHF | 100.00% | 100.00% |
13.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 150'875 | 25'000 | 51'334 CHF | 8'758 CHF | 100.00% | 100.00% |
10.05.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 159'420 | 25'000 | 158'602 | 25'000 | 49'702 CHF | 8'084 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.34 CHF | 0.35 CHF | 150'000 | 25'000 | 156'599 | 25'000 | 50'338 CHF | 8'292 CHF | 100.00% | 100.00% |
07.05.2024 | 3.69% | 0.30 CHF | 0.31 CHF | 158'129 | 25'000 | 156'485 | 21'459 | 50'600 CHF | 7'177 CHF | 98.91% | 98.91% |
06.05.2024 | 2.61% | 0.37 CHF | 0.38 CHF | 140'000 | 25'000 | 136'837 | 24'933 | 52'037 CHF | 9'736 CHF | 100.00% | 100.00% |
03.05.2024 | 4.38% | 0.40 CHF | 0.42 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 5'009 CHF | 5'233 CHF | 98.60% | 98.60% |
02.05.2024 | 4.16% | 0.40 CHF | 0.42 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'964 CHF | 5'174 CHF | 99.13% | 99.13% |
30.04.2024 | 4.10% | 0.39 CHF | 0.41 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 5'041 CHF | 5'252 CHF | 100.00% | 100.00% |