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 | 1.29% | 0.78 CHF | 0.79 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 135'317 CHF | 137'067 CHF | 99.32% | 99.32% |
14.05.2024 | 1.33% | 0.80 CHF | 0.81 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 130'612 CHF | 132'362 CHF | 99.01% | 99.01% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 124'913 CHF | 126'663 CHF | 100.00% | 100.00% |
10.05.2024 | 1.58% | 0.67 CHF | 0.68 CHF | 175'000 | 175'000 | 175'364 | 175'364 | 110'073 CHF | 111'827 CHF | 100.00% | 100.00% |
08.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 200'000 | 200'000 | 199'975 | 200'000 | 104'014 CHF | 106'027 CHF | 100.00% | 100.00% |
07.05.2024 | 2.40% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 205'824 | 205'829 | 84'961 CHF | 87'021 CHF | 99.82% | 99.82% |
06.05.2024 | 2.71% | 0.33 CHF | 0.34 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 81'958 CHF | 84'208 CHF | 99.78% | 99.78% |
03.05.2024 | 2.65% | 0.33 CHF | 0.34 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 83'952 CHF | 86'202 CHF | 100.00% | 100.00% |
02.05.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 225'000 | 225'000 | 219'166 | 219'161 | 90'816 CHF | 93'006 CHF | 100.00% | 100.00% |
30.04.2024 | 2.38% | 0.43 CHF | 0.44 CHF | 200'000 | 200'000 | 221'227 | 221'231 | 91'960 CHF | 94'174 CHF | 100.00% | 100.00% |