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 | 2.26% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'710 CHF | 55'960 CHF | 100.00% | 100.00% |
14.05.2024 | 2.51% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 140'592 | 140'592 | 55'323 CHF | 56'729 CHF | 100.00% | 100.00% |
13.05.2024 | 2.48% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 130'729 | 130'727 | 51'955 CHF | 53'262 CHF | 100.00% | 100.00% |
10.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'416 | 125'418 | 51'131 CHF | 52'386 CHF | 100.00% | 100.00% |
08.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'951 CHF | 57'451 CHF | 100.00% | 100.00% |
07.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 146'351 | 146'352 | 56'245 CHF | 57'709 CHF | 99.74% | 99.74% |
06.05.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'144 | 150'145 | 52'077 CHF | 53'579 CHF | 99.51% | 99.51% |
03.05.2024 | 2.92% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 161'237 | 161'238 | 54'328 CHF | 55'941 CHF | 99.69% | 99.69% |
02.05.2024 | 3.38% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 181'429 | 181'429 | 52'789 CHF | 54'603 CHF | 100.00% | 100.00% |
30.04.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'289 CHF | 57'039 CHF | 100.00% | 100.00% |