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 | 6.21% | 0.16 CHF | 0.17 CHF | 253'100 | 253'100 | 253'090 | 253'090 | 39'522 CHF | 42'053 CHF | 100.00% | 100.00% |
13.05.2024 | 6.11% | 0.16 CHF | 0.17 CHF | 244'200 | 244'200 | 244'200 | 244'200 | 38'754 CHF | 41'196 CHF | 100.00% | 100.00% |
10.05.2024 | 6.14% | 0.16 CHF | 0.17 CHF | 244'400 | 244'400 | 244'400 | 244'400 | 38'623 CHF | 41'067 CHF | 100.00% | 100.00% |
08.05.2024 | 5.77% | 0.17 CHF | 0.18 CHF | 224'200 | 224'200 | 226'663 | 226'663 | 38'182 CHF | 40'449 CHF | 99.14% | 99.14% |
07.05.2024 | 5.64% | 0.17 CHF | 0.18 CHF | 236'100 | 236'100 | 235'672 | 235'672 | 40'603 CHF | 42'960 CHF | 99.64% | 99.64% |
06.05.2024 | 5.72% | 0.18 CHF | 0.19 CHF | 239'900 | 239'900 | 239'081 | 239'081 | 40'591 CHF | 42'982 CHF | 100.00% | 100.00% |
03.05.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 233'800 | 233'800 | 233'800 | 233'800 | 39'875 CHF | 42'213 CHF | 99.99% | 99.99% |
02.05.2024 | 5.51% | 0.18 CHF | 0.19 CHF | 236'800 | 236'800 | 236'800 | 236'800 | 41'788 CHF | 44'156 CHF | 100.00% | 100.00% |
30.04.2024 | 5.55% | 0.18 CHF | 0.19 CHF | 243'700 | 243'700 | 243'598 | 243'598 | 42'744 CHF | 45'181 CHF | 100.00% | 100.00% |
29.04.2024 | 5.68% | 0.17 CHF | 0.18 CHF | 221'300 | 221'300 | 228'448 | 228'448 | 39'128 CHF | 41'413 CHF | 100.00% | 100.00% |