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 | 2.37% | 0.42 CHF | 0.43 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 83'392 CHF | 85'392 CHF | 100.00% | 100.00% |
14.05.2024 | 2.51% | 0.44 CHF | 0.45 CHF | 200'000 | 200'000 | 200'264 | 200'265 | 79'101 CHF | 81'104 CHF | 99.76% | 99.76% |
13.05.2024 | 2.66% | 0.38 CHF | 0.39 CHF | 200'000 | 200'000 | 217'528 | 217'527 | 80'630 CHF | 82'805 CHF | 100.00% | 100.00% |
10.05.2024 | 3.22% | 0.34 CHF | 0.35 CHF | 225'000 | 225'000 | 235'208 | 235'207 | 71'812 CHF | 74'164 CHF | 100.00% | 100.00% |
08.05.2024 | 4.21% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 275'724 | 275'724 | 64'208 CHF | 66'965 CHF | 100.00% | 100.00% |
07.05.2024 | 5.94% | 0.19 CHF | 0.20 CHF | 325'000 | 325'000 | 343'851 | 343'851 | 56'411 CHF | 59'849 CHF | 99.82% | 99.82% |
06.05.2024 | 6.91% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 390'779 | 390'780 | 54'688 CHF | 58'596 CHF | 99.78% | 99.78% |
03.05.2024 | 6.49% | 0.13 CHF | 0.14 CHF | 425'000 | 425'000 | 382'635 | 382'633 | 57'188 CHF | 61'014 CHF | 100.00% | 100.00% |
02.05.2024 | 5.50% | 0.17 CHF | 0.18 CHF | 350'000 | 350'000 | 349'133 | 349'131 | 61'817 CHF | 65'308 CHF | 100.00% | 100.00% |
30.04.2024 | 5.45% | 0.19 CHF | 0.20 CHF | 325'000 | 325'000 | 345'379 | 345'379 | 61'731 CHF | 65'185 CHF | 100.00% | 100.00% |