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 | 3.02% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 146'657 CHF | 50'386 CHF | 98.31% | 98.31% |
14.05.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 147'256 CHF | 50'585 CHF | 99.35% | 99.35% |
13.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 140'453 CHF | 48'318 CHF | 98.93% | 98.93% |
10.05.2024 | 3.09% | 0.33 CHF | 0.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 143'745 CHF | 49'415 CHF | 99.38% | 99.38% |
08.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 131'795 CHF | 45'432 CHF | 99.36% | 99.36% |
07.05.2024 | 3.72% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 119'048 CHF | 41'183 CHF | 94.70% | 94.70% |
06.05.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 130'064 CHF | 44'855 CHF | 99.37% | 99.37% |
03.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 126'173 CHF | 43'558 CHF | 99.36% | 99.36% |
02.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 121'024 CHF | 41'841 CHF | 99.36% | 99.36% |
30.04.2024 | 3.75% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'934 CHF | 40'811 CHF | 99.37% | 99.37% |