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 | 2.04% | 0.49 CHF | 0.50 CHF | 230'000 | 230'000 | 229'568 | 229'568 | 111'576 CHF | 113'876 CHF | 100.00% | 100.00% |
14.05.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 230'000 | 230'000 | 229'862 | 229'862 | 109'744 CHF | 112'044 CHF | 99.99% | 99.99% |
13.05.2024 | 2.14% | 0.47 CHF | 0.48 CHF | 240'000 | 240'000 | 240'000 | 240'000 | 111'053 CHF | 113'453 CHF | 99.83% | 99.83% |
10.05.2024 | 2.29% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 258'877 | 258'877 | 111'518 CHF | 114'107 CHF | 100.00% | 100.00% |
08.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 105'196 CHF | 107'896 CHF | 98.93% | 98.93% |
07.05.2024 | 2.83% | 0.37 CHF | 0.38 CHF | 290'000 | 290'000 | 291'238 | 291'238 | 101'665 CHF | 104'580 CHF | 99.89% | 99.89% |
06.05.2024 | 2.97% | 0.32 CHF | 0.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 99'470 CHF | 102'470 CHF | 100.00% | 100.00% |
03.05.2024 | 2.93% | 0.32 CHF | 0.33 CHF | 290'000 | 290'000 | 289'635 | 289'635 | 97'600 CHF | 100'496 CHF | 99.99% | 99.99% |
02.05.2024 | 2.79% | 0.35 CHF | 0.36 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 98'940 CHF | 101'740 CHF | 98.47% | 98.47% |
30.04.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 280'000 | 280'000 | 280'336 | 280'336 | 98'730 CHF | 101'535 CHF | 99.99% | 99.99% |