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 | 2.73% | 0.37 CHF | 0.38 CHF | 475'000 | 475'000 | 472'621 | 472'620 | 171'019 CHF | 175'745 CHF | 100.00% | 100.00% |
14.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 168'034 CHF | 172'784 CHF | 99.79% | 99.79% |
13.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 475'000 | 475'000 | 476'088 | 476'089 | 162'228 CHF | 166'989 CHF | 100.00% | 100.00% |
10.05.2024 | 3.15% | 0.33 CHF | 0.34 CHF | 500'000 | 500'000 | 501'482 | 501'485 | 156'601 CHF | 161'617 CHF | 100.00% | 100.00% |
08.05.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 550'000 | 550'000 | 544'378 | 544'379 | 150'823 CHF | 156'267 CHF | 100.00% | 100.00% |
07.05.2024 | 4.06% | 0.26 CHF | 0.27 CHF | 575'000 | 575'000 | 586'408 | 586'409 | 141'752 CHF | 147'616 CHF | 99.79% | 99.79% |
06.05.2024 | 4.30% | 0.22 CHF | 0.23 CHF | 625'000 | 625'000 | 612'683 | 612'684 | 139'586 CHF | 145'713 CHF | 99.77% | 99.77% |
03.05.2024 | 4.23% | 0.22 CHF | 0.23 CHF | 625'000 | 625'000 | 606'127 | 606'127 | 140'332 CHF | 146'393 CHF | 100.00% | 100.00% |
02.05.2024 | 3.98% | 0.24 CHF | 0.25 CHF | 600'000 | 600'000 | 591'565 | 591'563 | 145'895 CHF | 151'810 CHF | 100.00% | 100.00% |
30.04.2024 | 3.99% | 0.25 CHF | 0.26 CHF | 575'000 | 575'000 | 592'221 | 592'221 | 145'410 CHF | 151'332 CHF | 100.00% | 100.00% |