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 | 2.94% | 0.34 CHF | 0.35 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 150'680 CHF | 34'485 CHF | 98.31% | 98.31% |
14.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 150'669 CHF | 34'482 CHF | 99.36% | 99.36% |
13.05.2024 | 3.11% | 0.32 CHF | 0.33 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 142'596 CHF | 32'688 CHF | 98.93% | 98.93% |
10.05.2024 | 3.02% | 0.34 CHF | 0.35 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 146'940 CHF | 33'653 CHF | 99.38% | 99.38% |
08.05.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 133'208 CHF | 30'602 CHF | 99.36% | 99.36% |
07.05.2024 | 3.70% | 0.29 CHF | 0.30 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 119'490 CHF | 27'553 CHF | 94.70% | 94.70% |
06.05.2024 | 3.37% | 0.30 CHF | 0.31 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 131'319 CHF | 30'182 CHF | 99.36% | 99.36% |
03.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 125'645 CHF | 28'921 CHF | 99.36% | 99.36% |
02.05.2024 | 3.71% | 0.27 CHF | 0.28 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 118'947 CHF | 27'433 CHF | 99.36% | 99.36% |
30.04.2024 | 3.86% | 0.26 CHF | 0.27 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 114'686 CHF | 26'486 CHF | 99.37% | 99.37% |