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 | 2.98% | 0.31 CHF | 0.32 CHF | 120'000 | 120'000 | 120'504 | 120'504 | 40'048 CHF | 41'256 CHF | 100.00% | 100.00% |
14.05.2024 | 3.08% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 125'320 | 125'320 | 40'002 CHF | 41'255 CHF | 99.99% | 99.99% |
13.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 120'000 | 120'000 | 119'269 | 119'269 | 38'871 CHF | 40'064 CHF | 100.00% | 100.00% |
10.05.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 120'000 | 120'000 | 119'268 | 119'268 | 43'989 CHF | 45'182 CHF | 100.00% | 100.00% |
08.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 130'000 | 130'000 | 129'180 | 129'180 | 41'581 CHF | 42'873 CHF | 99.07% | 99.07% |
07.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 130'000 | 130'000 | 129'204 | 129'204 | 45'115 CHF | 46'408 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.32 CHF | 0.35 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 3.23% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 139'143 | 139'143 | 42'405 CHF | 43'797 CHF | 99.99% | 99.99% |
02.05.2024 | 3.39% | 0.30 CHF | 0.31 CHF | 140'000 | 140'000 | 139'147 | 139'147 | 40'381 CHF | 41'772 CHF | 100.00% | 100.00% |
30.04.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 140'000 | 140'000 | 139'106 | 139'106 | 43'939 CHF | 45'331 CHF | 100.00% | 100.00% |