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 | 2.78% | 0.37 CHF | 0.38 CHF | 300'000 | 100'000 | 388'908 | 129'636 | 137'294 CHF | 47'061 CHF | 98.32% | 98.32% |
14.05.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 300'000 | 100'000 | 333'031 | 111'010 | 118'389 CHF | 40'573 CHF | 99.35% | 99.35% |
13.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 154'147 CHF | 52'883 CHF | 98.93% | 98.93% |
10.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 450'000 | 150'000 | 382'676 | 127'559 | 134'354 CHF | 46'060 CHF | 99.36% | 99.36% |
08.05.2024 | 3.17% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 139'647 CHF | 48'049 CHF | 99.35% | 99.35% |
07.05.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'732 CHF | 46'744 CHF | 94.62% | 94.62% |
06.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'563 CHF | 46'354 CHF | 99.37% | 99.37% |
03.05.2024 | 3.30% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 134'259 CHF | 46'253 CHF | 99.37% | 99.37% |
02.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 124'503 CHF | 43'001 CHF | 99.37% | 99.37% |
30.04.2024 | 3.26% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 135'969 CHF | 46'823 CHF | 99.35% | 99.35% |