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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 4.47% | 0.34 CHF | 0.36 CHF | 350'000 | 350'000 | 346'171 | 346'171 | 117'076 CHF | 122'307 CHF | 100.00% | 100.00% |
08.05.2024 | 3.78% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 346'157 | 346'157 | 138'838 CHF | 144'069 CHF | 99.67% | 99.67% |
07.05.2024 | 3.78% | 0.40 CHF | 0.41 CHF | 350'000 | 350'000 | 346'020 | 346'020 | 138'855 CHF | 144'086 CHF | 100.00% | 100.00% |
06.05.2024 | 3.66% | 0.42 CHF | 0.43 CHF | 350'000 | 350'000 | 346'170 | 346'170 | 143'560 CHF | 148'791 CHF | 100.00% | 100.00% |
03.05.2024 | 3.46% | 0.44 CHF | 0.46 CHF | 350'000 | 350'000 | 346'122 | 346'122 | 152'116 CHF | 157'347 CHF | 98.98% | 98.98% |
02.05.2024 | 4.10% | 0.49 CHF | 0.51 CHF | 350'000 | 350'000 | 346'153 | 346'153 | 170'512 CHF | 177'486 CHF | 99.69% | 99.69% |
30.04.2024 | 3.36% | 0.50 CHF | 0.52 CHF | 350'000 | 350'000 | 345'994 | 345'994 | 162'824 CHF | 168'251 CHF | 100.00% | 100.00% |
29.04.2024 | 3.27% | 0.47 CHF | 0.49 CHF | 350'000 | 350'000 | 346'101 | 346'101 | 160'698 CHF | 165'929 CHF | 99.72% | 99.72% |
26.04.2024 | 3.51% | 0.48 CHF | 0.50 CHF | 350'000 | 350'000 | 346'315 | 346'315 | 189'138 CHF | 195'759 CHF | 99.61% | 99.61% |
25.04.2024 | 3.55% | 0.60 CHF | 0.62 CHF | 350'000 | 350'000 | 346'174 | 346'174 | 197'334 CHF | 204'309 CHF | 100.00% | 100.00% |