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 | 2.17% | 0.55 CHF | 0.56 CHF | 220'000 | 220'000 | 123'952 | 123'952 | 60'356 CHF | 61'605 CHF | 100.00% | 100.00% |
14.05.2024 | 2.26% | 0.46 CHF | 0.47 CHF | 240'000 | 240'000 | 133'105 | 133'105 | 60'056 CHF | 61'394 CHF | 99.90% | 99.90% |
13.05.2024 | 2.62% | 0.42 CHF | 0.43 CHF | 270'000 | 270'000 | 149'640 | 149'640 | 58'867 CHF | 60'369 CHF | 100.00% | 100.00% |
10.05.2024 | 2.71% | 0.32 CHF | 0.33 CHF | 260'000 | 260'000 | 144'970 | 144'970 | 53'437 CHF | 54'892 CHF | 99.81% | 99.81% |
08.05.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 290'000 | 290'000 | 160'298 | 160'298 | 52'172 CHF | 53'782 CHF | 98.64% | 98.64% |
07.05.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 310'000 | 310'000 | 165'691 | 165'691 | 59'258 CHF | 60'922 CHF | 98.30% | 98.30% |
06.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 280'000 | 280'000 | 157'114 | 157'114 | 51'529 CHF | 53'106 CHF | 99.84% | 99.84% |
03.05.2024 | 3.16% | 0.41 CHF | 0.42 CHF | 360'000 | 360'000 | 134'500 | 134'500 | 54'576 CHF | 56'136 CHF | 98.71% | 98.71% |
02.05.2024 | 5.41% | 0.19 CHF | 0.20 CHF | 380'000 | 380'000 | 214'727 | 214'727 | 39'881 CHF | 42'037 CHF | 99.99% | 99.99% |
30.04.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 380'000 | 380'000 | 211'831 | 211'831 | 48'995 CHF | 51'122 CHF | 99.68% | 99.68% |