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 | 1.73% | 0.56 CHF | 0.57 CHF | 300'000 | 300'000 | 287'615 | 287'615 | 184'020 CHF | 186'980 CHF | 100.00% | 100.00% |
14.05.2024 | 2.05% | 0.69 CHF | 0.70 CHF | 300'000 | 300'000 | 226'639 | 226'639 | 162'874 CHF | 165'871 CHF | 99.99% | 99.99% |
13.05.2024 | 1.39% | 0.72 CHF | 0.73 CHF | 300'000 | 300'000 | 299'449 | 299'449 | 215'068 CHF | 218'066 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 299'451 | 299'451 | 219'014 CHF | 222'012 CHF | 100.00% | 100.00% |
08.05.2024 | 1.23% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 297'097 | 297'097 | 245'488 CHF | 248'486 CHF | 93.33% | 93.33% |
07.05.2024 | 1.20% | 0.79 CHF | 0.80 CHF | 300'000 | 300'000 | 299'138 | 299'138 | 249'568 CHF | 252'566 CHF | 99.46% | 99.46% |
06.05.2024 | 1.08% | 0.89 CHF | 0.90 CHF | 300'000 | 300'000 | 299'452 | 299'452 | 276'692 CHF | 279'690 CHF | 100.00% | 100.00% |
03.05.2024 | 1.24% | 1.02 CHF | 1.03 CHF | 300'000 | 300'000 | 263'609 | 263'609 | 290'444 CHF | 293'322 CHF | 99.94% | 99.94% |
02.05.2024 | 0.78% | 1.30 CHF | 1.31 CHF | 300'000 | 300'000 | 299'447 | 299'447 | 386'957 CHF | 389'955 CHF | 99.60% | 99.60% |
30.04.2024 | 0.89% | 1.20 CHF | 1.21 CHF | 300'000 | 300'000 | 299'452 | 299'452 | 338'319 CHF | 341'317 CHF | 100.00% | 100.00% |