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 | 2.51% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 136'572 | 136'572 | 53'682 CHF | 55'048 CHF | 100.00% | 100.00% |
14.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 54'222 CHF | 55'472 CHF | 99.78% | 99.78% |
13.05.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'550 CHF | 58'800 CHF | 100.00% | 100.00% |
10.05.2024 | 2.17% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'935 CHF | 58'185 CHF | 100.00% | 100.00% |
08.05.2024 | 2.50% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 136'716 | 136'716 | 54'003 CHF | 55'370 CHF | 100.00% | 100.00% |
07.05.2024 | 2.32% | 0.41 CHF | 0.42 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'231 CHF | 54'481 CHF | 99.84% | 99.84% |
06.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 125'390 | 125'390 | 51'484 CHF | 52'738 CHF | 99.82% | 99.82% |
03.05.2024 | 2.43% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 128'247 | 128'246 | 52'061 CHF | 53'343 CHF | 100.00% | 100.00% |
02.05.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 136'974 | 136'974 | 54'927 CHF | 56'297 CHF | 100.00% | 100.00% |
30.04.2024 | 2.17% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'054 CHF | 58'304 CHF | 100.00% | 100.00% |