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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 170'000 | 170'000 | 168'963 | 168'963 | 42'629 CHF | 44'318 CHF | 99.99% | 99.99% |
13.05.2024 | 3.82% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 159'024 | 159'024 | 40'837 CHF | 42'427 CHF | 100.00% | 100.00% |
10.05.2024 | 3.40% | 0.28 CHF | 0.28 CHF | 160'000 | 160'000 | 159'024 | 159'024 | 46'058 CHF | 47'648 CHF | 100.00% | 100.00% |
08.05.2024 | 3.85% | 0.26 CHF | 0.27 CHF | 160'000 | 160'000 | 158'991 | 158'991 | 40'481 CHF | 42'072 CHF | 99.06% | 99.06% |
07.05.2024 | 3.56% | 0.28 CHF | 0.29 CHF | 180'000 | 180'000 | 178'881 | 178'881 | 49'417 CHF | 51'206 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.25 CHF | 0.27 CHF | 20'000 | 20'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 4.00% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 178'897 | 178'897 | 43'782 CHF | 45'571 CHF | 100.00% | 100.00% |
02.05.2024 | 4.15% | 0.24 CHF | 0.25 CHF | 180'000 | 180'000 | 183'640 | 183'640 | 43'369 CHF | 45'206 CHF | 99.99% | 99.99% |
30.04.2024 | 3.85% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 178'901 | 178'901 | 45'587 CHF | 47'376 CHF | 99.99% | 99.99% |
29.04.2024 | 3.91% | 0.25 CHF | 0.26 CHF | 180'000 | 180'000 | 178'871 | 178'871 | 44'863 CHF | 46'652 CHF | 100.00% | 100.00% |