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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 142'991 | 100'000 | 50'870 CHF | 36'603 CHF | 99.16% | 99.16% |
10.05.2024 | 2.80% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 146'800 | 100'000 | 51'638 CHF | 36'194 CHF | 100.00% | 100.00% |
08.05.2024 | 3.00% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 157'475 | 100'000 | 51'717 CHF | 33'863 CHF | 99.48% | 99.48% |
07.05.2024 | 3.18% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 168'565 | 100'000 | 52'239 CHF | 31'999 CHF | 96.44% | 96.44% |
06.05.2024 | 3.27% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 170'941 | 100'000 | 51'464 CHF | 31'116 CHF | 100.00% | 100.00% |
03.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 160'000 | 100'000 | 158'202 | 100'000 | 52'436 CHF | 34'155 CHF | 97.92% | 97.92% |
02.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 161'862 | 100'000 | 51'572 CHF | 32'873 CHF | 99.13% | 99.13% |
30.04.2024 | 3.55% | 0.31 CHF | 0.32 CHF | 170'000 | 100'000 | 124'725 | 81'833 | 38'896 CHF | 26'494 CHF | 93.17% | 93.17% |
29.04.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 155'595 | 100'000 | 52'087 CHF | 34'494 CHF | 99.00% | 99.00% |
26.04.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 159'255 | 100'000 | 52'119 CHF | 33'733 CHF | 96.25% | 96.25% |