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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 1.48% | 0.68 CHF | 0.69 CHF | 275'000 | 275'000 | 273'790 | 273'790 | 184'079 CHF | 186'818 CHF | 100.00% | 100.00% |
13.05.2024 | 1.57% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 268'885 | 268'885 | 169'452 CHF | 172'140 CHF | 99.88% | 99.88% |
10.05.2024 | 1.54% | 0.63 CHF | 0.64 CHF | 270'000 | 270'000 | 272'374 | 272'374 | 175'724 CHF | 178'448 CHF | 100.00% | 100.00% |
08.05.2024 | 1.32% | 0.76 CHF | 0.77 CHF | 280'000 | 280'000 | 280'433 | 280'433 | 211'911 CHF | 214'716 CHF | 98.93% | 98.93% |
07.05.2024 | 1.20% | 0.78 CHF | 0.79 CHF | 285'000 | 285'000 | 286'072 | 286'072 | 237'248 CHF | 240'112 CHF | 91.99% | 91.99% |
06.05.2024 | 1.22% | 0.81 CHF | 0.82 CHF | 285'000 | 285'000 | 285'201 | 285'201 | 232'269 CHF | 235'121 CHF | 100.00% | 100.00% |
03.05.2024 | 1.16% | 0.84 CHF | 0.85 CHF | 290'000 | 290'000 | 289'585 | 289'585 | 248'338 CHF | 251'233 CHF | 91.69% | 91.69% |
02.05.2024 | 1.12% | 0.88 CHF | 0.89 CHF | 290'000 | 290'000 | 292'209 | 292'209 | 258'478 CHF | 261'400 CHF | 91.86% | 91.86% |
30.04.2024 | 1.18% | 0.87 CHF | 0.88 CHF | 290'000 | 290'000 | 288'329 | 288'329 | 242'313 CHF | 245'198 CHF | 99.99% | 99.99% |
29.04.2024 | 1.45% | 0.83 CHF | 0.84 CHF | 290'000 | 290'000 | 271'874 | 271'874 | 225'466 CHF | 228'483 CHF | 100.00% | 100.00% |