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 | 1.43% | 0.78 CHF | 0.79 CHF | 475'000 | 475'000 | 232'647 | 232'647 | 171'664 CHF | 174'005 CHF | 100.00% | 100.00% |
14.05.2024 | 1.27% | 0.70 CHF | 0.71 CHF | 460'000 | 460'000 | 236'528 | 236'528 | 186'098 CHF | 188'469 CHF | 100.00% | 100.00% |
13.05.2024 | 1.19% | 0.80 CHF | 0.81 CHF | 475'000 | 475'000 | 241'316 | 241'316 | 202'907 CHF | 205'325 CHF | 100.00% | 100.00% |
10.05.2024 | 1.25% | 0.89 CHF | 0.90 CHF | 490'000 | 490'000 | 235'808 | 235'808 | 195'180 CHF | 197'543 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.78 CHF | 0.79 CHF | 475'000 | 475'000 | 233'777 | 233'777 | 183'014 CHF | 185'357 CHF | 95.78% | 95.78% |
07.05.2024 | 1.57% | 0.67 CHF | 0.68 CHF | 460'000 | 460'000 | 225'346 | 225'346 | 148'761 CHF | 151'022 CHF | 97.62% | 97.62% |
06.05.2024 | 1.63% | 0.63 CHF | 0.64 CHF | 455'000 | 455'000 | 226'826 | 226'826 | 138'403 CHF | 140'675 CHF | 98.41% | 98.41% |
03.05.2024 | 1.51% | 0.70 CHF | 0.71 CHF | 465'000 | 465'000 | 225'721 | 225'721 | 149'679 CHF | 151'941 CHF | 99.96% | 99.96% |
02.05.2024 | 1.59% | 0.69 CHF | 0.70 CHF | 455'000 | 455'000 | 224'442 | 224'442 | 147'608 CHF | 149'857 CHF | 99.99% | 99.99% |
30.04.2024 | 1.98% | 0.61 CHF | 0.62 CHF | 445'000 | 445'000 | 218'864 | 218'864 | 114'674 CHF | 116'868 CHF | 96.82% | 96.82% |