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 | 2.71% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'559 CHF | 56'059 CHF | 100.00% | 100.00% |
14.05.2024 | 2.86% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 154'900 | 154'900 | 53'326 CHF | 54'875 CHF | 99.76% | 99.76% |
13.05.2024 | 2.99% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 171'133 | 171'134 | 56'264 CHF | 57'975 CHF | 100.00% | 100.00% |
10.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'812 CHF | 58'562 CHF | 100.00% | 100.00% |
08.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 174'861 | 174'861 | 55'475 CHF | 57'224 CHF | 96.88% | 96.88% |
07.05.2024 | 2.90% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 152'806 | 152'807 | 51'910 CHF | 53'438 CHF | 99.83% | 99.83% |
06.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'123 | 150'123 | 51'523 CHF | 53'024 CHF | 99.76% | 99.76% |
03.05.2024 | 2.85% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 155'103 | 155'103 | 53'536 CHF | 55'087 CHF | 100.00% | 100.00% |
02.05.2024 | 2.70% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 149'877 | 149'877 | 54'812 CHF | 56'311 CHF | 100.00% | 100.00% |
30.04.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 147'138 | 147'138 | 56'975 CHF | 58'446 CHF | 100.00% | 100.00% |