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 | 4.26% | 0.26 CHF | 0.27 CHF | 380'000 | 380'000 | 189'696 | 189'696 | 46'773 CHF | 48'687 CHF | 100.00% | 100.00% |
14.05.2024 | 3.75% | 0.24 CHF | 0.25 CHF | 370'000 | 370'000 | 192'235 | 192'235 | 51'096 CHF | 53'027 CHF | 99.98% | 99.98% |
13.05.2024 | 3.51% | 0.27 CHF | 0.28 CHF | 380'000 | 380'000 | 193'470 | 193'470 | 54'971 CHF | 56'915 CHF | 99.86% | 99.86% |
10.05.2024 | 3.57% | 0.32 CHF | 0.33 CHF | 400'000 | 400'000 | 191'834 | 191'834 | 55'800 CHF | 57'728 CHF | 100.00% | 100.00% |
08.05.2024 | 3.57% | 0.29 CHF | 0.30 CHF | 380'000 | 380'000 | 190'785 | 190'785 | 55'103 CHF | 57'021 CHF | 96.52% | 96.52% |
07.05.2024 | 4.10% | 0.25 CHF | 0.26 CHF | 370'000 | 370'000 | 182'123 | 182'123 | 45'642 CHF | 47'472 CHF | 97.38% | 97.38% |
06.05.2024 | 4.13% | 0.25 CHF | 0.26 CHF | 370'000 | 370'000 | 182'269 | 182'269 | 43'902 CHF | 45'732 CHF | 98.41% | 98.41% |
03.05.2024 | 3.73% | 0.28 CHF | 0.29 CHF | 380'000 | 380'000 | 185'620 | 185'620 | 49'980 CHF | 51'844 CHF | 99.97% | 99.97% |
02.05.2024 | 3.78% | 0.28 CHF | 0.30 CHF | 370'000 | 370'000 | 179'815 | 179'815 | 49'753 CHF | 51'559 CHF | 99.99% | 99.99% |
30.04.2024 | 4.03% | 0.27 CHF | 0.28 CHF | 360'000 | 360'000 | 177'320 | 177'320 | 44'934 CHF | 46'733 CHF | 96.82% | 96.82% |