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 | 3.65% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'810 CHF | 55'810 CHF | 99.77% | 99.77% |
13.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 190'292 | 190'292 | 53'870 CHF | 55'772 CHF | 100.00% | 100.00% |
10.05.2024 | 3.17% | 0.31 CHF | 0.32 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'254 CHF | 56'004 CHF | 100.00% | 100.00% |
08.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'880 CHF | 57'630 CHF | 100.00% | 100.00% |
07.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'291 CHF | 58'041 CHF | 99.85% | 99.85% |
06.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 55'161 CHF | 56'911 CHF | 99.82% | 99.82% |
03.05.2024 | 3.04% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'772 CHF | 58'522 CHF | 100.00% | 100.00% |
02.05.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 162'386 | 162'386 | 54'370 CHF | 55'994 CHF | 100.00% | 100.00% |
30.04.2024 | 3.11% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 166'563 | 166'563 | 52'894 CHF | 54'560 CHF | 100.00% | 100.00% |
29.04.2024 | 3.31% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'980 CHF | 53'730 CHF | 99.89% | 99.89% |