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 | 3.41% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 599'009 | 199'670 | 172'977 CHF | 59'656 CHF | 99.17% | 99.17% |
14.05.2024 | 3.11% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 487'591 | 162'530 | 153'678 CHF | 52'851 CHF | 99.16% | 99.16% |
13.05.2024 | 2.97% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 484'295 | 161'432 | 160'255 CHF | 55'033 CHF | 98.58% | 98.58% |
10.05.2024 | 2.74% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 162'273 CHF | 55'591 CHF | 99.16% | 99.16% |
08.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'523 CHF | 56'341 CHF | 99.17% | 99.17% |
07.05.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 164'382 CHF | 56'294 CHF | 97.93% | 97.93% |
06.05.2024 | 2.63% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 168'998 CHF | 57'833 CHF | 99.17% | 99.17% |
03.05.2024 | 2.58% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 172'084 CHF | 58'862 CHF | 99.16% | 99.16% |
02.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 190'179 CHF | 65'393 CHF | 99.15% | 99.15% |
30.04.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 542'415 | 180'805 | 181'362 CHF | 62'262 CHF | 99.17% | 99.17% |