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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 3.91% | 0.48 CHF | 0.50 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 178'361 CHF | 185'313 CHF | 100.00% | 100.00% |
10.05.2024 | 3.95% | 0.50 CHF | 0.52 CHF | 350'000 | 350'000 | 346'172 | 346'172 | 176'725 CHF | 183'699 CHF | 100.00% | 100.00% |
08.05.2024 | 4.45% | 0.36 CHF | 0.37 CHF | 350'000 | 350'000 | 346'159 | 346'159 | 117'721 CHF | 122'952 CHF | 99.67% | 99.67% |
07.05.2024 | 3.82% | 0.36 CHF | 0.38 CHF | 350'000 | 350'000 | 346'021 | 346'021 | 137'395 CHF | 142'626 CHF | 100.00% | 100.00% |
06.05.2024 | 3.95% | 0.37 CHF | 0.39 CHF | 350'000 | 350'000 | 346'170 | 346'170 | 132'632 CHF | 137'862 CHF | 100.00% | 100.00% |
03.05.2024 | 4.53% | 0.34 CHF | 0.36 CHF | 350'000 | 350'000 | 346'120 | 346'120 | 115'375 CHF | 120'605 CHF | 98.95% | 98.95% |
02.05.2024 | 5.72% | 0.27 CHF | 0.28 CHF | 350'000 | 350'000 | 346'148 | 346'148 | 90'778 CHF | 96'009 CHF | 99.58% | 99.58% |
30.04.2024 | 4.66% | 0.28 CHF | 0.30 CHF | 350'000 | 350'000 | 345'985 | 345'985 | 112'539 CHF | 117'769 CHF | 100.00% | 100.00% |
29.04.2024 | 4.48% | 0.34 CHF | 0.35 CHF | 350'000 | 350'000 | 346'108 | 346'108 | 116'635 CHF | 121'866 CHF | 99.61% | 99.61% |
26.04.2024 | 4.33% | 0.32 CHF | 0.34 CHF | 350'000 | 350'000 | 346'143 | 346'143 | 121'079 CHF | 126'309 CHF | 99.67% | 99.67% |