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 | 4.93% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 339'633 | 339'633 | 67'400 CHF | 70'797 CHF | 100.00% | 100.00% |
14.05.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 275'000 | 275'000 | 276'428 | 276'429 | 70'044 CHF | 72'808 CHF | 90.78% | 90.78% |
13.05.2024 | 3.93% | 0.26 CHF | 0.27 CHF | 275'000 | 275'000 | 282'041 | 282'041 | 70'311 CHF | 73'131 CHF | 100.00% | 100.00% |
10.05.2024 | 3.63% | 0.29 CHF | 0.30 CHF | 275'000 | 275'000 | 275'702 | 275'702 | 74'693 CHF | 77'450 CHF | 100.00% | 100.00% |
08.05.2024 | 2.98% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 245'835 | 245'835 | 81'276 CHF | 83'734 CHF | 100.00% | 100.00% |
07.05.2024 | 2.95% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 249'697 | 249'697 | 83'489 CHF | 85'986 CHF | 100.00% | 100.00% |
06.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 225'000 | 225'000 | 224'705 | 224'705 | 87'165 CHF | 89'412 CHF | 100.00% | 100.00% |
03.05.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 200'000 | 200'000 | 184'537 | 184'537 | 92'460 CHF | 94'305 CHF | 96.97% | 96.97% |
02.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 175'000 | 175'000 | 173'699 | 173'699 | 116'523 CHF | 118'260 CHF | 100.00% | 100.00% |
30.04.2024 | 1.91% | 0.58 CHF | 0.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 103'849 CHF | 105'849 CHF | 100.00% | 100.00% |