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 | 2.70% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 265'288 | 265'289 | 96'926 CHF | 99'579 CHF | 100.00% | 100.00% |
14.05.2024 | 2.94% | 0.32 CHF | 0.33 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 92'274 CHF | 95'024 CHF | 100.00% | 100.00% |
13.05.2024 | 2.88% | 0.35 CHF | 0.36 CHF | 275'000 | 275'000 | 274'495 | 274'495 | 93'873 CHF | 96'618 CHF | 100.00% | 100.00% |
10.05.2024 | 2.74% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 268'972 | 268'970 | 96'657 CHF | 99'346 CHF | 100.00% | 100.00% |
08.05.2024 | 2.87% | 0.34 CHF | 0.35 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 94'481 CHF | 97'231 CHF | 100.00% | 100.00% |
07.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 275'000 | 275'000 | 275'770 | 275'767 | 91'215 CHF | 93'971 CHF | 99.74% | 99.74% |
06.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 275'000 | 275'000 | 291'598 | 291'596 | 93'890 CHF | 96'805 CHF | 99.52% | 99.52% |
03.05.2024 | 3.19% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 298'569 | 298'569 | 92'312 CHF | 95'297 CHF | 99.71% | 99.71% |
02.05.2024 | 3.11% | 0.28 CHF | 0.29 CHF | 325'000 | 325'000 | 296'378 | 296'377 | 93'805 CHF | 96'769 CHF | 100.00% | 100.00% |
30.04.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 264'003 | 264'003 | 99'432 CHF | 102'072 CHF | 100.00% | 100.00% |