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 | 2.32% | 0.41 CHF | 0.42 CHF | 550'000 | 550'000 | 543'665 | 543'669 | 231'926 CHF | 237'381 CHF | 100.00% | 100.00% |
14.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 525'000 | 525'000 | 525'000 | 524'998 | 235'018 CHF | 240'267 CHF | 92.22% | 92.22% |
13.05.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 525'000 | 525'000 | 525'000 | 525'000 | 230'902 CHF | 236'152 CHF | 100.00% | 100.00% |
10.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 525'000 | 525'000 | 536'738 | 536'739 | 230'352 CHF | 235'720 CHF | 99.79% | 99.79% |
08.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 475'000 | 475'000 | 482'549 | 482'549 | 230'193 CHF | 235'019 CHF | 100.00% | 100.00% |
07.05.2024 | 1.95% | 0.48 CHF | 0.49 CHF | 475'000 | 475'000 | 455'324 | 455'324 | 231'629 CHF | 236'182 CHF | 100.00% | 100.00% |
06.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 425'000 | 425'000 | 420'783 | 420'785 | 232'815 CHF | 237'024 CHF | 100.00% | 100.00% |
03.05.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 400'000 | 400'000 | 401'086 | 401'083 | 236'554 CHF | 240'563 CHF | 95.86% | 95.86% |
02.05.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 400'000 | 400'000 | 399'997 | 399'998 | 243'957 CHF | 247'958 CHF | 100.00% | 100.00% |
30.04.2024 | 1.70% | 0.61 CHF | 0.62 CHF | 400'000 | 400'000 | 406'886 | 406'884 | 237'948 CHF | 242'016 CHF | 100.00% | 100.00% |