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 | 4.82% | 0.21 CHF | 0.22 CHF | 150'000 | 150'000 | 144'067 | 144'067 | 32'427 CHF | 33'908 CHF | 100.00% | 100.00% |
14.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 35'955 CHF | 37'455 CHF | 100.00% | 100.00% |
13.05.2024 | 4.18% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 35'117 CHF | 36'617 CHF | 100.00% | 100.00% |
10.05.2024 | 4.13% | 0.24 CHF | 0.25 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 35'570 CHF | 37'070 CHF | 100.00% | 100.00% |
08.05.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 149'138 | 149'138 | 38'367 CHF | 39'867 CHF | 99.67% | 99.67% |
07.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 149'930 | 149'930 | 38'519 CHF | 40'019 CHF | 99.75% | 99.75% |
06.05.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 41'395 CHF | 42'895 CHF | 100.00% | 100.00% |
03.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 46'031 CHF | 47'531 CHF | 100.00% | 100.00% |
02.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'730 CHF | 53'230 CHF | 99.43% | 99.43% |
30.04.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 48'928 CHF | 50'428 CHF | 100.00% | 100.00% |