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 | 3.27% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'633 CHF | 54'383 CHF | 100.00% | 100.00% |
14.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'285 CHF | 54'035 CHF | 100.00% | 100.00% |
13.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'384 CHF | 54'134 CHF | 100.00% | 100.00% |
10.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 52'553 CHF | 54'303 CHF | 100.00% | 100.00% |
08.05.2024 | 3.09% | 0.32 CHF | 0.33 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 47'767 CHF | 49'267 CHF | 100.00% | 100.00% |
07.05.2024 | 2.93% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 50'508 CHF | 52'008 CHF | 100.00% | 100.00% |
06.05.2024 | 2.97% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 49'776 CHF | 51'276 CHF | 100.00% | 100.00% |
03.05.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 43'133 CHF | 44'383 CHF | 100.00% | 100.00% |
02.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 133'746 | 133'746 | 47'175 CHF | 48'513 CHF | 99.94% | 99.94% |
30.04.2024 | 2.97% | 0.35 CHF | 0.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'473 CHF | 42'723 CHF | 100.00% | 100.00% |