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 | 3.35% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 155'905 | 155'905 | 47'029 CHF | 48'599 CHF | 100.00% | 100.00% |
14.05.2024 | 3.37% | 0.31 CHF | 0.32 CHF | 350'000 | 350'000 | 158'664 | 158'664 | 48'044 CHF | 49'639 CHF | 99.82% | 99.82% |
13.05.2024 | 3.54% | 0.31 CHF | 0.32 CHF | 370'000 | 370'000 | 168'027 | 168'027 | 48'829 CHF | 50'517 CHF | 100.00% | 100.00% |
10.05.2024 | 3.29% | 0.30 CHF | 0.31 CHF | 360'000 | 360'000 | 157'682 | 157'682 | 48'227 CHF | 49'811 CHF | 100.00% | 100.00% |
08.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 340'000 | 340'000 | 148'437 | 148'437 | 47'893 CHF | 49'385 CHF | 99.05% | 99.05% |
07.05.2024 | 3.05% | 0.35 CHF | 0.36 CHF | 330'000 | 330'000 | 153'385 | 153'385 | 51'579 CHF | 53'121 CHF | 99.93% | 99.93% |
06.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 155'351 | 155'351 | 51'842 CHF | 53'403 CHF | 100.00% | 100.00% |
03.05.2024 | 2.86% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 150'249 | 150'249 | 52'511 CHF | 54'020 CHF | 99.95% | 99.95% |
02.05.2024 | 2.83% | 0.35 CHF | 0.36 CHF | 330'000 | 330'000 | 150'495 | 150'495 | 53'807 CHF | 55'319 CHF | 100.00% | 100.00% |
30.04.2024 | 2.52% | 0.42 CHF | 0.43 CHF | 320'000 | 320'000 | 134'043 | 134'043 | 54'350 CHF | 55'696 CHF | 97.53% | 97.53% |