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 | 2.56% | 0.40 CHF | 0.41 CHF | 400'000 | 400'000 | 399'289 | 399'289 | 155'235 CHF | 159'235 CHF | 100.00% | 100.00% |
14.05.2024 | 2.33% | 0.39 CHF | 0.40 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 165'305 CHF | 169'205 CHF | 100.00% | 100.00% |
13.05.2024 | 2.26% | 0.45 CHF | 0.46 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 175'343 CHF | 179'343 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.46 CHF | 0.47 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 186'508 CHF | 190'308 CHF | 100.00% | 100.00% |
08.05.2024 | 2.45% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 161'717 CHF | 165'717 CHF | 99.63% | 99.63% |
07.05.2024 | 2.21% | 0.44 CHF | 0.45 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 175'006 CHF | 178'906 CHF | 100.00% | 100.00% |
06.05.2024 | 2.12% | 0.46 CHF | 0.47 CHF | 400'000 | 400'000 | 400'000 | 400'000 | 186'916 CHF | 190'916 CHF | 100.00% | 100.00% |
03.05.2024 | 2.08% | 0.45 CHF | 0.46 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 194'790 CHF | 198'890 CHF | 99.99% | 99.99% |
02.05.2024 | 2.07% | 0.45 CHF | 0.46 CHF | 410'000 | 410'000 | 410'000 | 410'000 | 195'976 CHF | 200'076 CHF | 100.00% | 100.00% |
30.04.2024 | 1.48% | 0.62 CHF | 0.63 CHF | 350'000 | 350'000 | 349'936 | 349'936 | 235'634 CHF | 239'134 CHF | 100.00% | 100.00% |