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 | 1.84% | 0.59 CHF | 0.60 CHF | 110'000 | 110'000 | 109'495 | 109'495 | 59'191 CHF | 60'288 CHF | 99.12% | 99.12% |
14.05.2024 | 2.32% | 0.47 CHF | 0.48 CHF | 120'000 | 120'000 | 119'098 | 119'098 | 51'093 CHF | 52'285 CHF | 97.75% | 97.75% |
13.05.2024 | 3.20% | 0.30 CHF | 0.31 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 36'978 CHF | 38'178 CHF | 99.90% | 99.90% |
10.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 40'222 CHF | 41'522 CHF | 99.98% | 99.98% |
08.05.2024 | 3.35% | 0.30 CHF | 0.31 CHF | 130'000 | 130'000 | 130'000 | 130'000 | 38'155 CHF | 39'455 CHF | 98.96% | 98.96% |
07.05.2024 | 3.59% | 0.30 CHF | 0.31 CHF | 130'000 | 130'000 | 138'264 | 138'264 | 37'902 CHF | 39'286 CHF | 99.67% | 99.67% |
06.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 34'227 CHF | 35'627 CHF | 100.00% | 100.00% |
03.05.2024 | 3.70% | 0.26 CHF | 0.27 CHF | 140'000 | 140'000 | 140'000 | 140'000 | 37'157 CHF | 38'557 CHF | 100.00% | 100.00% |
02.05.2024 | 4.38% | 0.23 CHF | 0.24 CHF | 150'000 | 150'000 | 151'674 | 151'674 | 33'908 CHF | 35'425 CHF | 99.97% | 99.97% |
30.04.2024 | 4.78% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 149'916 | 149'916 | 30'670 CHF | 32'170 CHF | 99.96% | 99.96% |