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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'723 CHF | 51'223 CHF | 100.00% | 100.00% |
10.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 160'000 | 160'000 | 154'579 | 154'579 | 52'758 CHF | 54'304 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 51'111 CHF | 52'711 CHF | 99.15% | 99.15% |
07.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 170'000 | 170'000 | 169'660 | 169'660 | 50'223 CHF | 51'923 CHF | 99.85% | 99.85% |
06.05.2024 | 3.50% | 0.28 CHF | 0.29 CHF | 170'000 | 170'000 | 170'000 | 170'000 | 47'712 CHF | 49'412 CHF | 100.00% | 100.00% |
03.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 186'579 | 186'579 | 49'180 CHF | 51'046 CHF | 100.00% | 100.00% |
02.05.2024 | 4.08% | 0.24 CHF | 0.25 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 45'653 CHF | 47'553 CHF | 99.99% | 99.99% |
30.04.2024 | 3.96% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 47'053 CHF | 48'953 CHF | 100.00% | 100.00% |
29.04.2024 | 3.68% | 0.25 CHF | 0.26 CHF | 190'000 | 190'000 | 183'010 | 183'010 | 48'789 CHF | 50'619 CHF | 100.00% | 100.00% |
26.04.2024 | 4.02% | 0.26 CHF | 0.27 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 51'250 CHF | 53'350 CHF | 99.44% | 99.44% |