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 | 3.42% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 186'100 | 186'100 | 53'486 CHF | 55'347 CHF | 99.38% | 99.38% |
14.05.2024 | 4.15% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 224'972 | 224'972 | 53'064 CHF | 55'314 CHF | 99.16% | 99.16% |
13.05.2024 | 4.22% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 228'648 | 228'648 | 53'002 CHF | 55'288 CHF | 99.38% | 99.38% |
10.05.2024 | 4.36% | 0.22 CHF | 0.23 CHF | 225'000 | 225'000 | 236'372 | 236'372 | 53'072 CHF | 55'436 CHF | 99.38% | 99.38% |
08.05.2024 | 4.56% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 248'348 | 248'348 | 53'295 CHF | 55'779 CHF | 99.38% | 99.38% |
07.05.2024 | 4.40% | 0.23 CHF | 0.24 CHF | 250'000 | 250'000 | 240'512 | 240'511 | 53'456 CHF | 55'861 CHF | 99.23% | 99.23% |
06.05.2024 | 3.84% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'178 CHF | 53'178 CHF | 99.22% | 99.22% |
03.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 52'106 CHF | 54'106 CHF | 99.38% | 99.38% |
02.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 199'973 | 199'973 | 52'078 CHF | 54'078 CHF | 99.38% | 99.38% |
30.04.2024 | 2.97% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 164'834 | 164'834 | 54'573 CHF | 56'222 CHF | 99.43% | 99.43% |