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 | 1.82% | 0.55 CHF | 0.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 67'974 CHF | 69'224 CHF | 100.00% | 100.00% |
14.05.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 125'000 | 125'000 | 128'951 | 128'951 | 66'706 CHF | 67'995 CHF | 99.72% | 99.72% |
13.05.2024 | 1.67% | 0.59 CHF | 0.60 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 74'397 CHF | 75'647 CHF | 100.00% | 100.00% |
10.05.2024 | 1.64% | 0.62 CHF | 0.63 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 75'398 CHF | 76'648 CHF | 100.00% | 100.00% |
08.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 125'000 | 125'000 | 131'432 | 131'433 | 68'216 CHF | 69'531 CHF | 100.00% | 100.00% |
07.05.2024 | 2.13% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 69'872 CHF | 71'372 CHF | 99.77% | 99.77% |
06.05.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 150'000 | 150'000 | 150'440 | 150'440 | 65'441 CHF | 66'946 CHF | 99.76% | 99.76% |
03.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 175'000 | 175'000 | 158'063 | 158'064 | 63'964 CHF | 65'546 CHF | 100.00% | 100.00% |
02.05.2024 | 2.46% | 0.39 CHF | 0.40 CHF | 175'000 | 175'000 | 163'138 | 163'137 | 65'389 CHF | 67'020 CHF | 100.00% | 100.00% |
30.04.2024 | 2.35% | 0.41 CHF | 0.42 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 62'990 CHF | 64'490 CHF | 100.00% | 100.00% |