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 | 2.47% | 0.42 CHF | 0.43 CHF | 228'000 | 228'000 | 225'798 | 225'798 | 90'751 CHF | 93'014 CHF | 100.00% | 100.00% |
14.05.2024 | 2.51% | 0.38 CHF | 0.39 CHF | 220'000 | 220'000 | 224'742 | 224'742 | 88'586 CHF | 90'833 CHF | 100.00% | 100.00% |
13.05.2024 | 2.28% | 0.42 CHF | 0.43 CHF | 232'000 | 232'000 | 235'399 | 235'399 | 101'930 CHF | 104'284 CHF | 100.00% | 100.00% |
10.05.2024 | 2.33% | 0.43 CHF | 0.44 CHF | 236'000 | 236'000 | 233'007 | 233'007 | 98'798 CHF | 101'128 CHF | 100.00% | 100.00% |
08.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 236'000 | 236'000 | 235'989 | 235'989 | 101'475 CHF | 103'835 CHF | 98.99% | 98.99% |
07.05.2024 | 2.28% | 0.43 CHF | 0.44 CHF | 236'000 | 236'000 | 235'968 | 235'968 | 102'235 CHF | 104'596 CHF | 99.60% | 99.60% |
06.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 236'000 | 236'000 | 238'080 | 238'080 | 104'649 CHF | 107'030 CHF | 100.00% | 100.00% |
03.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 239'565 | 239'565 | 105'255 CHF | 107'651 CHF | 100.00% | 100.00% |
02.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 240'000 | 240'000 | 236'631 | 236'631 | 102'519 CHF | 104'885 CHF | 100.00% | 100.00% |
30.04.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 240'000 | 240'000 | 239'911 | 239'911 | 107'543 CHF | 109'943 CHF | 100.00% | 100.00% |