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 | 3.88% | 0.24 CHF | 0.25 CHF | 157'951 | 25'000 | 158'744 | 24'950 | 40'210 CHF | 6'569 CHF | 98.95% | 98.95% |
14.05.2024 | 3.45% | 0.27 CHF | 0.28 CHF | 160'070 | 25'000 | 160'870 | 25'000 | 45'859 CHF | 7'376 CHF | 100.00% | 100.00% |
13.05.2024 | 3.55% | 0.27 CHF | 0.28 CHF | 160'155 | 25'000 | 160'305 | 25'000 | 44'417 CHF | 7'177 CHF | 100.00% | 100.00% |
10.05.2024 | 3.94% | 0.26 CHF | 0.27 CHF | 159'192 | 25'000 | 158'641 | 25'000 | 39'441 CHF | 6'465 CHF | 100.00% | 100.00% |
08.05.2024 | 3.84% | 0.28 CHF | 0.29 CHF | 160'473 | 25'000 | 159'397 | 25'000 | 41'032 CHF | 6'682 CHF | 100.00% | 100.00% |
07.05.2024 | 4.58% | 0.23 CHF | 0.24 CHF | 157'819 | 25'000 | 159'326 | 21'459 | 41'237 CHF | 5'783 CHF | 98.92% | 98.92% |
06.05.2024 | 3.13% | 0.31 CHF | 0.32 CHF | 162'110 | 25'000 | 159'845 | 24'933 | 50'503 CHF | 8'129 CHF | 100.00% | 100.00% |
03.05.2024 | 5.02% | 0.34 CHF | 0.35 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'218 CHF | 4'435 CHF | 98.34% | 98.34% |
02.05.2024 | 5.21% | 0.34 CHF | 0.36 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'153 CHF | 4'375 CHF | 99.13% | 99.13% |
30.04.2024 | 4.97% | 0.33 CHF | 0.34 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 4'238 CHF | 4'454 CHF | 100.00% | 100.00% |