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 | 1.33% | 0.74 CHF | 0.75 CHF | 450'000 | 450'000 | 199'722 | 199'722 | 150'015 CHF | 152'020 CHF | 100.00% | 100.00% |
14.05.2024 | 1.34% | 0.75 CHF | 0.76 CHF | 445'000 | 445'000 | 199'644 | 199'644 | 149'791 CHF | 151'792 CHF | 99.82% | 99.82% |
13.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 445'000 | 445'000 | 197'712 | 197'712 | 155'476 CHF | 157'457 CHF | 100.00% | 100.00% |
10.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 440'000 | 440'000 | 195'529 | 195'529 | 160'664 CHF | 162'623 CHF | 100.00% | 100.00% |
08.05.2024 | 1.26% | 0.80 CHF | 0.81 CHF | 440'000 | 440'000 | 194'150 | 194'150 | 155'047 CHF | 156'992 CHF | 98.97% | 98.97% |
07.05.2024 | 1.26% | 0.82 CHF | 0.83 CHF | 435'000 | 435'000 | 196'533 | 196'533 | 159'143 CHF | 161'114 CHF | 99.67% | 99.67% |
06.05.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 445'000 | 445'000 | 199'498 | 199'498 | 153'028 CHF | 155'027 CHF | 100.00% | 100.00% |
03.05.2024 | 1.35% | 0.77 CHF | 0.78 CHF | 445'000 | 445'000 | 198'404 | 198'404 | 151'199 CHF | 153'187 CHF | 99.96% | 99.96% |
02.05.2024 | 1.47% | 0.71 CHF | 0.72 CHF | 450'000 | 450'000 | 202'636 | 202'636 | 140'341 CHF | 142'371 CHF | 99.98% | 99.98% |
30.04.2024 | - | 0.66 CHF | - CHF | 455'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |