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 | 2.12% | 0.48 CHF | 0.49 CHF | 267'000 | 267'000 | 264'891 | 264'891 | 124'093 CHF | 126'748 CHF | 100.00% | 100.00% |
14.05.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 258'000 | 258'000 | 263'492 | 263'492 | 121'709 CHF | 124'344 CHF | 99.98% | 99.98% |
13.05.2024 | 2.00% | 0.48 CHF | 0.49 CHF | 272'000 | 272'000 | 276'244 | 276'244 | 136'920 CHF | 139'683 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 277'000 | 277'000 | 273'265 | 273'265 | 133'874 CHF | 136'606 CHF | 100.00% | 100.00% |
08.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 277'000 | 277'000 | 276'990 | 276'990 | 135'771 CHF | 138'541 CHF | 98.99% | 98.99% |
07.05.2024 | 2.01% | 0.49 CHF | 0.50 CHF | 277'000 | 277'000 | 276'979 | 276'979 | 136'792 CHF | 139'563 CHF | 99.60% | 99.60% |
06.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 277'000 | 277'000 | 279'079 | 279'079 | 139'644 CHF | 142'434 CHF | 100.00% | 100.00% |
03.05.2024 | 1.98% | 0.50 CHF | 0.51 CHF | 281'000 | 281'000 | 280'564 | 280'564 | 140'178 CHF | 142'984 CHF | 100.00% | 100.00% |
02.05.2024 | 2.00% | 0.50 CHF | 0.51 CHF | 281'000 | 281'000 | 277'629 | 277'629 | 137'697 CHF | 140'473 CHF | 100.00% | 100.00% |
30.04.2024 | 1.95% | 0.51 CHF | 0.52 CHF | 281'000 | 281'000 | 280'898 | 280'898 | 142'883 CHF | 145'693 CHF | 100.00% | 100.00% |