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 | 2.60% | 0.45 CHF | 0.46 CHF | 326'400 | 326'400 | 146'363 | 146'363 | 61'348 CHF | 62'837 CHF | 99.68% | 99.68% |
14.05.2024 | 3.00% | 0.39 CHF | 0.40 CHF | 356'500 | 356'500 | 162'770 | 162'770 | 56'793 CHF | 58'425 CHF | 99.74% | 99.74% |
13.05.2024 | 2.59% | 0.38 CHF | 0.39 CHF | 348'400 | 348'400 | 156'659 | 156'659 | 61'055 CHF | 62'629 CHF | 98.43% | 98.43% |
10.05.2024 | 2.16% | 0.39 CHF | 0.40 CHF | 298'600 | 298'600 | 130'088 | 130'088 | 59'301 CHF | 60'605 CHF | 100.00% | 100.00% |
08.05.2024 | 2.18% | 0.47 CHF | 0.48 CHF | 271'500 | 271'500 | 120'139 | 120'139 | 55'713 CHF | 56'917 CHF | 99.07% | 99.07% |
07.05.2024 | 1.66% | 0.56 CHF | 0.57 CHF | 214'900 | 214'900 | 93'950 | 93'950 | 56'036 CHF | 56'978 CHF | 99.72% | 99.72% |
06.05.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 216'100 | 216'100 | 96'265 | 96'265 | 62'556 CHF | 63'526 CHF | 100.00% | 100.00% |
03.05.2024 | 2.71% | 0.53 CHF | 0.54 CHF | 208'000 | 208'000 | 68'387 | 68'387 | 40'155 CHF | 40'980 CHF | 99.14% | 99.14% |
02.05.2024 | - | 0.58 CHF | - CHF | 259'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
30.04.2024 | - | 0.49 CHF | - CHF | 231'500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.98% |