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 | 2.66% | 0.43 CHF | 0.44 CHF | 114'500 | 114'500 | 112'297 | 110'577 | 46'672 CHF | 47'168 CHF | 100.00% | 100.00% |
14.05.2024 | 2.30% | 0.41 CHF | 0.42 CHF | 95'600 | 95'600 | 92'758 | 92'551 | 44'281 CHF | 45'205 CHF | 100.00% | 100.00% |
13.05.2024 | 2.95% | 0.42 CHF | 0.43 CHF | 140'200 | 140'200 | 137'856 | 135'753 | 50'099 CHF | 50'810 CHF | 100.00% | 100.00% |
10.05.2024 | 3.53% | 0.30 CHF | 0.31 CHF | 166'700 | 166'700 | 163'912 | 161'410 | 46'534 CHF | 47'416 CHF | 100.00% | 100.00% |
08.05.2024 | 2.44% | 0.27 CHF | 0.28 CHF | 208'100 | 208'100 | 204'567 | 201'421 | 52'676 CHF | 53'163 CHF | 99.29% | 99.29% |
07.05.2024 | 3.69% | 0.22 CHF | 0.23 CHF | 144'400 | 144'400 | 141'900 | 139'733 | 40'421 CHF | 41'174 CHF | 100.00% | 100.00% |
06.05.2024 | 3.13% | 0.34 CHF | 0.35 CHF | 125'100 | 125'100 | 123'005 | 121'126 | 42'469 CHF | 43'048 CHF | 100.00% | 100.00% |
03.05.2024 | 3.21% | 0.34 CHF | 0.35 CHF | 122'600 | 122'600 | 120'540 | 118'699 | 40'485 CHF | 41'034 CHF | 99.98% | 99.98% |
02.05.2024 | 3.13% | 0.38 CHF | 0.39 CHF | 120'100 | 120'100 | 118'084 | 116'279 | 40'680 CHF | 41'202 CHF | 99.99% | 99.99% |
30.04.2024 | 3.53% | 0.29 CHF | 0.30 CHF | 169'100 | 169'100 | 166'200 | 163'662 | 49'293 CHF | 50'257 CHF | 100.00% | 100.00% |