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 | 3.25% | 0.46 CHF | 0.47 CHF | 164'000 | 164'000 | 73'323 | 73'323 | 34'422 CHF | 35'376 CHF | 100.00% | 100.00% |
14.05.2024 | 3.21% | 0.46 CHF | 0.47 CHF | 164'000 | 164'000 | 73'099 | 73'099 | 34'568 CHF | 35'519 CHF | 100.00% | 100.00% |
13.05.2024 | 3.74% | 0.46 CHF | 0.47 CHF | 164'000 | 164'000 | 74'693 | 74'693 | 31'205 CHF | 32'177 CHF | 99.85% | 99.85% |
10.05.2024 | 4.27% | 0.40 CHF | 0.41 CHF | 168'000 | 168'000 | 75'876 | 75'876 | 27'755 CHF | 28'744 CHF | 100.00% | 100.00% |
08.05.2024 | 3.88% | 0.37 CHF | 0.38 CHF | 168'000 | 168'000 | 74'543 | 74'543 | 28'381 CHF | 29'354 CHF | 98.93% | 98.93% |
07.05.2024 | 4.03% | 0.41 CHF | 0.42 CHF | 166'000 | 166'000 | 75'328 | 75'328 | 28'717 CHF | 29'696 CHF | 99.88% | 99.88% |
06.05.2024 | 4.29% | 0.33 CHF | 0.34 CHF | 172'000 | 172'000 | 76'394 | 76'394 | 26'819 CHF | 27'813 CHF | 100.00% | 100.00% |
03.05.2024 | 4.08% | 0.34 CHF | 0.35 CHF | 172'000 | 172'000 | 75'977 | 75'977 | 27'657 CHF | 28'641 CHF | 100.00% | 100.00% |
02.05.2024 | 3.84% | 0.38 CHF | 0.39 CHF | 168'000 | 168'000 | 74'654 | 74'654 | 29'129 CHF | 30'100 CHF | 98.57% | 98.57% |
30.04.2024 | 3.76% | 0.38 CHF | 0.39 CHF | 168'000 | 168'000 | 75'037 | 75'037 | 29'442 CHF | 30'417 CHF | 100.00% | 100.00% |