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 | 1.13% | 1.80 CHF | 1.82 CHF | 320'000 | 320'000 | 316'499 | 316'499 | 575'508 CHF | 581'885 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 1.78 CHF | 1.80 CHF | 330'000 | 330'000 | 326'390 | 326'390 | 585'174 CHF | 591'749 CHF | 100.00% | 100.00% |
08.05.2024 | 1.35% | 1.54 CHF | 1.56 CHF | 350'000 | 350'000 | 346'159 | 346'159 | 522'900 CHF | 529'874 CHF | 99.67% | 99.67% |
07.05.2024 | 1.32% | 1.54 CHF | 1.56 CHF | 350'000 | 350'000 | 346'022 | 346'022 | 535'159 CHF | 542'133 CHF | 100.00% | 100.00% |
06.05.2024 | 1.36% | 1.48 CHF | 1.50 CHF | 350'000 | 350'000 | 346'170 | 346'170 | 520'850 CHF | 527'825 CHF | 100.00% | 100.00% |
03.05.2024 | 1.43% | 1.42 CHF | 1.44 CHF | 350'000 | 350'000 | 346'123 | 346'123 | 492'701 CHF | 499'675 CHF | 98.98% | 98.98% |
02.05.2024 | 1.63% | 1.28 CHF | 1.30 CHF | 350'000 | 350'000 | 346'137 | 346'137 | 433'335 CHF | 440'309 CHF | 99.27% | 99.27% |
30.04.2024 | 1.52% | 1.29 CHF | 1.31 CHF | 350'000 | 350'000 | 345'985 | 345'985 | 466'609 CHF | 473'583 CHF | 100.00% | 100.00% |
29.04.2024 | 1.54% | 1.35 CHF | 1.37 CHF | 350'000 | 350'000 | 346'111 | 346'111 | 458'493 CHF | 465'467 CHF | 99.64% | 99.64% |
26.04.2024 | 1.49% | 1.27 CHF | 1.29 CHF | 350'000 | 350'000 | 346'269 | 346'269 | 477'028 CHF | 484'004 CHF | 99.64% | 99.64% |