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 | 3.89% | 0.25 CHF | 0.26 CHF | 176'000 | 176'000 | 78'452 | 78'452 | 20'213 CHF | 21'000 CHF | 100.00% | 100.00% |
14.05.2024 | 5.58% | 0.27 CHF | 0.28 CHF | 176'000 | 176'000 | 78'295 | 78'295 | 19'280 CHF | 20'250 CHF | 100.00% | 100.00% |
13.05.2024 | 4.03% | 0.24 CHF | 0.25 CHF | 174'000 | 174'000 | 78'207 | 78'207 | 19'223 CHF | 20'006 CHF | 100.00% | 100.00% |
10.05.2024 | 3.79% | 0.25 CHF | 0.26 CHF | 174'000 | 174'000 | 78'483 | 78'483 | 20'473 CHF | 21'260 CHF | 100.00% | 100.00% |
08.05.2024 | 3.57% | 0.28 CHF | 0.29 CHF | 176'000 | 176'000 | 78'201 | 78'201 | 21'933 CHF | 22'717 CHF | 98.39% | 98.39% |
07.05.2024 | 3.46% | 0.29 CHF | 0.30 CHF | 176'000 | 176'000 | 79'087 | 79'087 | 22'751 CHF | 23'544 CHF | 98.78% | 98.78% |
06.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 178'000 | 178'000 | 80'419 | 80'419 | 24'265 CHF | 25'071 CHF | 99.09% | 99.09% |
03.05.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 178'000 | 178'000 | 80'291 | 80'291 | 25'045 CHF | 25'849 CHF | 99.74% | 99.74% |
02.05.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 176'000 | 176'000 | 78'884 | 78'884 | 24'071 CHF | 24'861 CHF | 99.99% | 99.99% |
30.04.2024 | 6.21% | 0.33 CHF | 0.34 CHF | 178'000 | 178'000 | 65'602 | 65'602 | 20'091 CHF | 20'823 CHF | 98.94% | 98.94% |