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 | 1.30% | 0.78 CHF | 0.79 CHF | 270'000 | 270'000 | 272'030 | 272'030 | 209'055 CHF | 211'781 CHF | 97.57% | 97.57% |
14.05.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 275'000 | 275'000 | 273'794 | 273'794 | 206'653 CHF | 209'391 CHF | 99.99% | 99.99% |
13.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 213'954 CHF | 216'643 CHF | 99.86% | 99.86% |
10.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 270'000 | 270'000 | 272'373 | 272'373 | 212'740 CHF | 215'464 CHF | 100.00% | 100.00% |
08.05.2024 | 1.48% | 0.66 CHF | 0.67 CHF | 280'000 | 280'000 | 280'430 | 280'430 | 187'949 CHF | 190'754 CHF | 98.93% | 98.93% |
07.05.2024 | 1.67% | 0.65 CHF | 0.66 CHF | 285'000 | 285'000 | 286'159 | 286'159 | 170'886 CHF | 173'750 CHF | 93.19% | 93.19% |
06.05.2024 | 1.63% | 0.62 CHF | 0.63 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 173'874 CHF | 176'726 CHF | 100.00% | 100.00% |
03.05.2024 | 1.75% | 0.58 CHF | 0.59 CHF | 290'000 | 290'000 | 289'367 | 289'367 | 164'346 CHF | 167'239 CHF | 89.88% | 89.88% |
02.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 290'000 | 290'000 | 291'133 | 291'133 | 158'308 CHF | 161'219 CHF | 93.27% | 93.27% |
30.04.2024 | 1.68% | 0.56 CHF | 0.57 CHF | 290'000 | 290'000 | 288'354 | 288'354 | 170'501 CHF | 173'386 CHF | 99.99% | 99.99% |