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 | 2.15% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 207'511 CHF | 70'670 CHF | 98.31% | 98.31% |
14.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 208'544 CHF | 71'015 CHF | 99.36% | 99.36% |
13.05.2024 | 2.24% | 0.44 CHF | 0.45 CHF | 450'000 | 150'000 | 434'066 | 144'689 | 191'826 CHF | 65'389 CHF | 98.92% | 98.92% |
10.05.2024 | 2.19% | 0.47 CHF | 0.48 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 203'215 CHF | 69'238 CHF | 99.38% | 99.38% |
08.05.2024 | 2.35% | 0.43 CHF | 0.44 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 189'211 CHF | 64'570 CHF | 99.36% | 99.36% |
07.05.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'236 CHF | 59'579 CHF | 94.72% | 94.72% |
06.05.2024 | 2.38% | 0.42 CHF | 0.43 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 187'188 CHF | 63'896 CHF | 99.37% | 99.37% |
03.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 180'739 CHF | 61'746 CHF | 99.36% | 99.36% |
02.05.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 174'622 CHF | 59'707 CHF | 99.36% | 99.36% |
30.04.2024 | 2.61% | 0.38 CHF | 0.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 170'634 CHF | 58'378 CHF | 99.37% | 99.37% |