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 | 2.04% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 117'709 | 117'709 | 57'192 CHF | 58'369 CHF | 100.00% | 100.00% |
14.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 121'353 | 121'353 | 59'410 CHF | 60'624 CHF | 99.78% | 99.78% |
13.05.2024 | 2.16% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'316 CHF | 58'566 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'419 | 125'419 | 51'664 CHF | 52'918 CHF | 100.00% | 100.00% |
08.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 135'741 | 135'741 | 53'925 CHF | 55'282 CHF | 100.00% | 100.00% |
07.05.2024 | 2.48% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 133'066 | 133'066 | 52'937 CHF | 54'267 CHF | 99.85% | 99.85% |
06.05.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'751 | 125'751 | 52'017 CHF | 53'275 CHF | 99.82% | 99.82% |
03.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'262 | 125'262 | 50'391 CHF | 51'643 CHF | 100.00% | 100.00% |
02.05.2024 | 2.54% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 141'506 | 141'506 | 54'917 CHF | 56'332 CHF | 100.00% | 100.00% |
30.04.2024 | 2.39% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 136'003 | 136'003 | 56'547 CHF | 57'907 CHF | 100.00% | 100.00% |