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 | 2.82% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'485 CHF | 53'985 CHF | 100.00% | 100.00% |
14.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 163'903 | 163'903 | 54'367 CHF | 56'006 CHF | 99.75% | 99.75% |
13.05.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'950 CHF | 57'700 CHF | 100.00% | 100.00% |
10.05.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'605 CHF | 57'355 CHF | 100.00% | 100.00% |
08.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'273 CHF | 56'023 CHF | 96.88% | 96.88% |
07.05.2024 | 2.99% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 173'571 | 173'571 | 57'160 CHF | 58'896 CHF | 99.83% | 99.83% |
06.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 170'614 | 170'614 | 56'469 CHF | 58'175 CHF | 99.76% | 99.76% |
03.05.2024 | 2.96% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 162'408 | 162'408 | 53'922 CHF | 55'546 CHF | 100.00% | 100.00% |
02.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 52'540 CHF | 54'040 CHF | 100.00% | 100.00% |
30.04.2024 | 2.68% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 55'227 CHF | 56'727 CHF | 100.00% | 100.00% |