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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 4.07% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 226'640 | 226'640 | 81'070 CHF | 84'067 CHF | 99.99% | 99.99% |
13.05.2024 | 2.79% | 0.36 CHF | 0.37 CHF | 300'000 | 300'000 | 299'449 | 299'449 | 106'371 CHF | 109'369 CHF | 100.00% | 100.00% |
10.05.2024 | 2.73% | 0.38 CHF | 0.39 CHF | 300'000 | 300'000 | 299'451 | 299'451 | 108'720 CHF | 111'719 CHF | 100.00% | 100.00% |
08.05.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 297'096 | 297'096 | 123'817 CHF | 126'815 CHF | 93.33% | 93.33% |
07.05.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 299'095 | 299'095 | 127'167 CHF | 130'165 CHF | 99.44% | 99.44% |
06.05.2024 | 2.09% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 299'452 | 299'452 | 142'461 CHF | 145'460 CHF | 100.00% | 100.00% |
03.05.2024 | 2.35% | 0.53 CHF | 0.54 CHF | 300'000 | 300'000 | 263'570 | 263'570 | 152'995 CHF | 155'873 CHF | 99.98% | 99.98% |
02.05.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 300'000 | 300'000 | 299'432 | 299'432 | 208'806 CHF | 211'804 CHF | 99.27% | 99.27% |
30.04.2024 | 1.62% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 299'452 | 299'452 | 184'806 CHF | 187'804 CHF | 100.00% | 100.00% |
29.04.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 300'000 | 300'000 | 299'401 | 299'401 | 184'155 CHF | 187'153 CHF | 99.63% | 99.63% |