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 | 2.38% | 0.40 CHF | 0.41 CHF | 395'000 | 395'000 | 395'108 | 395'108 | 165'162 CHF | 169'122 CHF | 99.99% | 99.99% |
14.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 395'000 | 395'000 | 394'927 | 394'927 | 162'054 CHF | 166'004 CHF | 100.00% | 100.00% |
13.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 395'000 | 395'000 | 395'000 | 395'000 | 162'045 CHF | 165'995 CHF | 100.00% | 100.00% |
10.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 395'000 | 395'000 | 395'775 | 395'775 | 166'055 CHF | 170'012 CHF | 100.00% | 100.00% |
08.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 400'000 | 400'000 | 403'426 | 403'426 | 181'207 CHF | 185'242 CHF | 99.25% | 99.25% |
07.05.2024 | 2.05% | 0.47 CHF | 0.48 CHF | 410'000 | 410'000 | 409'624 | 409'624 | 197'843 CHF | 201'942 CHF | 97.36% | 97.36% |
06.05.2024 | 2.12% | 0.48 CHF | 0.49 CHF | 410'000 | 410'000 | 406'045 | 406'045 | 189'607 CHF | 193'667 CHF | 98.51% | 98.51% |
03.05.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 410'000 | 410'000 | 408'284 | 408'284 | 192'735 CHF | 196'818 CHF | 99.99% | 99.99% |
02.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 410'000 | 410'000 | 409'936 | 409'936 | 196'063 CHF | 200'162 CHF | 100.00% | 100.00% |
30.04.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 405'000 | 405'000 | 404'772 | 404'772 | 186'322 CHF | 190'372 CHF | 100.00% | 100.00% |