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 | 2.77% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 140'770 | 49'752 | 50'712 CHF | 18'427 CHF | 98.73% | 98.73% |
14.05.2024 | 3.01% | 0.35 CHF | 0.36 CHF | 150'000 | 50'000 | 152'535 | 49'352 | 51'044 CHF | 17'029 CHF | 98.56% | 98.56% |
13.05.2024 | 2.91% | 0.33 CHF | 0.34 CHF | 160'000 | 50'000 | 152'236 | 50'000 | 51'560 CHF | 17'441 CHF | 100.00% | 100.00% |
10.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 150'000 | 50'000 | 149'926 | 50'000 | 51'465 CHF | 17'665 CHF | 93.16% | 93.16% |
08.05.2024 | 3.12% | 0.31 CHF | 0.32 CHF | 170'000 | 50'000 | 164'112 | 50'000 | 51'817 CHF | 16'294 CHF | 99.64% | 99.64% |
07.05.2024 | 3.03% | 0.32 CHF | 0.33 CHF | 160'000 | 50'000 | 160'580 | 50'000 | 52'284 CHF | 16'783 CHF | 92.49% | 92.49% |
06.05.2024 | 3.32% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 173'667 | 50'000 | 51'440 CHF | 15'317 CHF | 100.00% | 100.00% |
03.05.2024 | 3.40% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 178'303 | 50'000 | 51'540 CHF | 14'963 CHF | 96.17% | 96.17% |
02.05.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 200'000 | 50'000 | 197'824 | 50'000 | 51'468 CHF | 13'514 CHF | 97.17% | 97.17% |
30.04.2024 | 3.56% | 0.27 CHF | 0.28 CHF | 190'000 | 50'000 | 184'171 | 50'000 | 50'769 CHF | 14'292 CHF | 100.00% | 100.00% |