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 | 2.86% | 0.35 CHF | 0.36 CHF | 176'000 | 176'000 | 78'448 | 78'448 | 27'635 CHF | 28'422 CHF | 100.00% | 100.00% |
14.05.2024 | 2.99% | 0.37 CHF | 0.38 CHF | 176'000 | 176'000 | 78'298 | 78'298 | 26'745 CHF | 27'530 CHF | 100.00% | 100.00% |
13.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 174'000 | 174'000 | 78'206 | 78'206 | 26'977 CHF | 27'761 CHF | 100.00% | 100.00% |
10.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 174'000 | 174'000 | 78'485 | 78'485 | 27'954 CHF | 28'740 CHF | 100.00% | 100.00% |
08.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 176'000 | 176'000 | 78'202 | 78'202 | 29'526 CHF | 30'309 CHF | 98.40% | 98.40% |
07.05.2024 | 2.60% | 0.39 CHF | 0.40 CHF | 176'000 | 176'000 | 79'087 | 79'087 | 30'471 CHF | 31'264 CHF | 98.77% | 98.77% |
06.05.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 178'000 | 178'000 | 80'413 | 80'413 | 31'829 CHF | 32'634 CHF | 99.11% | 99.11% |
03.05.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 178'000 | 178'000 | 80'299 | 80'299 | 32'920 CHF | 33'724 CHF | 99.75% | 99.75% |
02.05.2024 | 2.51% | 0.40 CHF | 0.41 CHF | 176'000 | 176'000 | 78'891 | 78'891 | 31'673 CHF | 32'463 CHF | 100.00% | 100.00% |
30.04.2024 | 4.77% | 0.43 CHF | 0.44 CHF | 178'000 | 178'000 | 65'610 | 65'610 | 26'499 CHF | 27'231 CHF | 98.94% | 98.94% |