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 | 3.29% | 0.31 CHF | 0.32 CHF | 340'000 | 340'000 | 337'918 | 337'918 | 101'395 CHF | 104'781 CHF | 100.00% | 100.00% |
14.05.2024 | 3.07% | 0.31 CHF | 0.32 CHF | 340'000 | 340'000 | 341'530 | 341'530 | 109'671 CHF | 113'087 CHF | 100.00% | 100.00% |
13.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 349'000 | 349'000 | 346'138 | 346'138 | 112'678 CHF | 116'139 CHF | 100.00% | 100.00% |
10.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 349'000 | 349'000 | 346'504 | 346'504 | 111'809 CHF | 115'274 CHF | 100.00% | 100.00% |
08.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 340'000 | 340'000 | 340'287 | 340'287 | 106'335 CHF | 109'738 CHF | 99.09% | 99.09% |
07.05.2024 | 3.11% | 0.31 CHF | 0.32 CHF | 340'000 | 340'000 | 341'624 | 341'624 | 108'509 CHF | 111'927 CHF | 99.93% | 99.93% |
06.05.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 349'000 | 349'000 | 354'374 | 354'374 | 130'609 CHF | 134'153 CHF | 100.00% | 100.00% |
03.05.2024 | 2.49% | 0.40 CHF | 0.41 CHF | 358'000 | 358'000 | 359'967 | 359'967 | 142'618 CHF | 146'218 CHF | 99.99% | 99.99% |
02.05.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 367'000 | 367'000 | 363'735 | 363'735 | 149'472 CHF | 153'109 CHF | 100.00% | 100.00% |
30.04.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 367'000 | 367'000 | 364'867 | 364'867 | 152'700 CHF | 156'352 CHF | 100.00% | 100.00% |