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 | 3.44% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 173'470 | 99'252 | 51'689 CHF | 30'618 CHF | 98.80% | 98.80% |
14.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 162'545 | 100'000 | 51'582 CHF | 32'767 CHF | 95.53% | 95.53% |
13.05.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'200 | 100'000 | 52'044 CHF | 33'945 CHF | 96.98% | 96.98% |
10.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 148'251 | 100'000 | 51'727 CHF | 35'959 CHF | 86.88% | 86.88% |
08.05.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 148'980 | 100'000 | 52'267 CHF | 36'093 CHF | 91.43% | 91.43% |
07.05.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 149'998 | 100'000 | 52'373 CHF | 35'945 CHF | 93.94% | 93.94% |
06.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 146'688 | 100'000 | 51'858 CHF | 36'392 CHF | 89.14% | 89.14% |
03.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 143'836 | 100'000 | 51'874 CHF | 37'108 CHF | 97.93% | 97.93% |
02.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 164'564 | 100'000 | 51'887 CHF | 32'555 CHF | 99.40% | 99.40% |
30.04.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 159'438 | 100'000 | 52'378 CHF | 33'864 CHF | 97.70% | 97.70% |