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 | 3.01% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 149'716 | 149'716 | 49'174 CHF | 50'674 CHF | 98.95% | 98.95% |
14.05.2024 | 3.36% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 152'857 | 152'857 | 44'765 CHF | 46'295 CHF | 96.69% | 96.69% |
13.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'014 | 150'014 | 45'652 CHF | 47'153 CHF | 99.87% | 99.87% |
10.05.2024 | 2.90% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'059 CHF | 52'559 CHF | 99.84% | 99.84% |
08.05.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 50'126 CHF | 51'626 CHF | 99.03% | 99.03% |
07.05.2024 | 2.99% | 0.37 CHF | 0.38 CHF | 160'000 | 160'000 | 159'779 | 154'905 | 52'930 CHF | 52'824 CHF | 98.59% | 98.59% |
06.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 45'233 CHF | 46'933 CHF | 99.52% | 99.52% |
03.05.2024 | 4.09% | 0.24 CHF | 0.25 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 40'897 CHF | 42'597 CHF | 98.56% | 98.56% |
02.05.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 44'248 CHF | 46'048 CHF | 98.61% | 98.61% |
30.04.2024 | 4.07% | 0.26 CHF | 0.27 CHF | 210'000 | 210'000 | 210'979 | 210'979 | 51'141 CHF | 53'251 CHF | 97.54% | 97.54% |