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 | 3.57% | 0.29 CHF | 0.30 CHF | 250'000 | 250'000 | 244'785 | 244'785 | 72'921 CHF | 75'408 CHF | 97.11% | 97.11% |
14.05.2024 | 3.10% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 79'499 CHF | 81'999 CHF | 95.48% | 95.48% |
13.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 85'796 CHF | 88'296 CHF | 92.15% | 92.15% |
10.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 78'884 CHF | 81'384 CHF | 28.98% | 28.98% |
08.05.2024 | 2.75% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 89'683 CHF | 92'183 CHF | 83.09% | 83.09% |
07.05.2024 | 2.56% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 96'591 CHF | 99'091 CHF | 89.31% | 89.31% |
06.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 108'838 CHF | 111'338 CHF | 93.04% | 93.04% |
03.05.2024 | 3.88% | 0.46 CHF | 0.50 CHF | 50'000 | 50'000 | 191'846 | 191'846 | 93'051 CHF | 95'406 CHF | 87.00% | 87.00% |
02.05.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 129'263 CHF | 131'763 CHF | 84.63% | 84.63% |
30.04.2024 | 2.00% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 124'054 CHF | 126'554 CHF | 93.26% | 93.26% |