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 | 1.65% | 0.64 CHF | 0.65 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 90'277 CHF | 91'777 CHF | 100.00% | 100.00% |
14.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 93'295 CHF | 94'795 CHF | 100.00% | 100.00% |
13.05.2024 | 1.59% | 0.61 CHF | 0.62 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 93'642 CHF | 95'142 CHF | 100.00% | 100.00% |
10.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 91'073 CHF | 92'573 CHF | 100.00% | 100.00% |
08.05.2024 | 1.84% | 0.57 CHF | 0.58 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 94'236 CHF | 95'986 CHF | 100.00% | 100.00% |
07.05.2024 | 2.11% | 0.49 CHF | 0.50 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 81'992 CHF | 83'742 CHF | 100.00% | 100.00% |
06.05.2024 | 1.97% | 0.47 CHF | 0.48 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 88'228 CHF | 89'978 CHF | 100.00% | 100.00% |
03.05.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 86'292 CHF | 88'042 CHF | 100.00% | 100.00% |
02.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 84'365 CHF | 86'115 CHF | 100.00% | 100.00% |
30.04.2024 | 1.90% | 0.51 CHF | 0.52 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 91'204 CHF | 92'954 CHF | 100.00% | 100.00% |