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 | 3.54% | 0.25 CHF | 0.26 CHF | 189'381 | 100'000 | 181'729 | 100'000 | 50'566 CHF | 28'892 CHF | 99.99% | 99.99% |
13.05.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 180'000 | 100'000 | 181'033 | 100'000 | 51'138 CHF | 29'260 CHF | 100.00% | 100.00% |
10.05.2024 | 3.60% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 183'827 | 100'000 | 50'118 CHF | 28'288 CHF | 100.00% | 100.00% |
08.05.2024 | 3.21% | 0.30 CHF | 0.31 CHF | 170'000 | 100'000 | 169'071 | 100'000 | 51'806 CHF | 31'688 CHF | 98.75% | 98.75% |
07.05.2024 | 2.73% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 142'814 | 100'000 | 51'530 CHF | 37'113 CHF | 98.84% | 98.84% |
06.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 140'000 | 100'000 | 140'161 | 100'000 | 51'501 CHF | 37'746 CHF | 99.54% | 99.54% |
03.05.2024 | 2.32% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 123'226 | 100'000 | 52'544 CHF | 43'719 CHF | 97.38% | 97.38% |
02.05.2024 | 2.11% | 0.46 CHF | 0.47 CHF | 110'000 | 100'000 | 110'504 | 100'000 | 51'816 CHF | 47'900 CHF | 92.50% | 92.50% |
30.04.2024 | 2.27% | 0.43 CHF | 0.44 CHF | 120'000 | 100'000 | 120'177 | 100'000 | 52'316 CHF | 44'559 CHF | 100.00% | 100.00% |
29.04.2024 | 2.27% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'000 | 100'000 | 52'301 CHF | 44'584 CHF | 99.38% | 99.38% |