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 | 4.55% | 0.22 CHF | 0.23 CHF | 270'000 | 270'000 | 270'688 | 270'688 | 58'331 CHF | 61'043 CHF | 100.00% | 100.00% |
14.05.2024 | 4.39% | 0.23 CHF | 0.24 CHF | 280'000 | 280'000 | 279'852 | 279'852 | 62'407 CHF | 65'207 CHF | 100.00% | 100.00% |
13.05.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 61'570 CHF | 64'470 CHF | 100.00% | 100.00% |
10.05.2024 | 4.57% | 0.21 CHF | 0.22 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 59'851 CHF | 62'651 CHF | 100.00% | 100.00% |
08.05.2024 | 4.68% | 0.21 CHF | 0.22 CHF | 290'000 | 290'000 | 289'568 | 289'568 | 60'369 CHF | 63'264 CHF | 99.24% | 99.24% |
07.05.2024 | 4.80% | 0.20 CHF | 0.21 CHF | 280'000 | 280'000 | 285'632 | 285'632 | 58'302 CHF | 61'163 CHF | 100.00% | 100.00% |
06.05.2024 | 4.63% | 0.21 CHF | 0.22 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 59'094 CHF | 61'894 CHF | 100.00% | 100.00% |
03.05.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 290'000 | 290'000 | 287'926 | 287'926 | 64'644 CHF | 67'523 CHF | 99.99% | 99.99% |
02.05.2024 | 4.93% | 0.20 CHF | 0.21 CHF | 290'000 | 290'000 | 290'615 | 290'615 | 57'502 CHF | 60'409 CHF | 99.99% | 99.99% |
30.04.2024 | 4.65% | 0.20 CHF | 0.21 CHF | 280'000 | 280'000 | 279'766 | 279'766 | 58'897 CHF | 61'696 CHF | 100.00% | 100.00% |