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 | 2.14% | 0.45 CHF | 0.46 CHF | 270'000 | 270'000 | 272'054 | 272'054 | 126'273 CHF | 128'999 CHF | 97.68% | 97.68% |
14.05.2024 | 2.07% | 0.49 CHF | 0.50 CHF | 275'000 | 275'000 | 273'789 | 273'789 | 130'848 CHF | 133'586 CHF | 99.99% | 99.99% |
13.05.2024 | 2.27% | 0.44 CHF | 0.45 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 117'272 CHF | 119'961 CHF | 99.86% | 99.86% |
10.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 270'000 | 270'000 | 272'372 | 272'372 | 122'849 CHF | 125'573 CHF | 100.00% | 100.00% |
08.05.2024 | 1.77% | 0.57 CHF | 0.58 CHF | 280'000 | 280'000 | 280'427 | 280'427 | 157'150 CHF | 159'955 CHF | 98.93% | 98.93% |
07.05.2024 | 1.57% | 0.58 CHF | 0.59 CHF | 285'000 | 285'000 | 286'102 | 286'102 | 181'659 CHF | 184'523 CHF | 90.64% | 90.64% |
06.05.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 176'732 CHF | 179'584 CHF | 100.00% | 100.00% |
03.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 290'000 | 290'000 | 289'551 | 289'551 | 192'067 CHF | 194'962 CHF | 89.47% | 89.47% |
02.05.2024 | 1.44% | 0.68 CHF | 0.69 CHF | 290'000 | 290'000 | 291'099 | 291'099 | 200'752 CHF | 203'663 CHF | 92.04% | 92.04% |
30.04.2024 | 1.54% | 0.68 CHF | 0.69 CHF | 290'000 | 290'000 | 288'337 | 288'337 | 186'010 CHF | 188'895 CHF | 100.00% | 100.00% |