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 | 1.92% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 143'913 | 143'913 | 74'217 CHF | 75'657 CHF | 99.55% | 99.55% |
14.05.2024 | 2.06% | 0.50 CHF | 0.51 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 72'038 CHF | 73'538 CHF | 99.55% | 99.55% |
13.05.2024 | 2.12% | 0.47 CHF | 0.48 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 69'994 CHF | 71'494 CHF | 99.51% | 99.51% |
10.05.2024 | 2.01% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 61'564 CHF | 62'814 CHF | 99.56% | 99.56% |
08.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 65'930 CHF | 67'180 CHF | 99.53% | 99.53% |
07.05.2024 | 1.85% | 0.55 CHF | 0.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 66'907 CHF | 68'157 CHF | 99.57% | 99.57% |
06.05.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 76'155 CHF | 77'655 CHF | 99.57% | 99.57% |
03.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 71'945 CHF | 73'445 CHF | 99.55% | 99.55% |
02.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 150'000 | 150'000 | 133'790 | 133'790 | 63'868 CHF | 65'206 CHF | 99.39% | 99.51% |
30.04.2024 | 1.93% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 64'224 CHF | 65'474 CHF | 99.58% | 99.58% |