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 | 0.67% | 1.48 CHF | 1.49 CHF | 230'000 | 230'000 | 228'522 | 228'522 | 339'859 CHF | 342'150 CHF | 100.00% | 100.00% |
14.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 230'000 | 230'000 | 230'033 | 230'033 | 333'363 CHF | 335'664 CHF | 100.00% | 100.00% |
13.05.2024 | 0.69% | 1.45 CHF | 1.46 CHF | 230'000 | 230'000 | 233'073 | 233'073 | 336'459 CHF | 338'790 CHF | 100.00% | 100.00% |
10.05.2024 | 0.68% | 1.44 CHF | 1.45 CHF | 235'000 | 235'000 | 230'319 | 230'319 | 336'282 CHF | 338'585 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 1.38 CHF | 1.39 CHF | 235'000 | 235'000 | 233'982 | 233'982 | 324'572 CHF | 326'912 CHF | 99.15% | 99.15% |
07.05.2024 | 0.72% | 1.40 CHF | 1.41 CHF | 235'000 | 235'000 | 233'873 | 233'873 | 325'321 CHF | 327'661 CHF | 99.82% | 99.82% |
06.05.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 328'365 CHF | 330'705 CHF | 100.00% | 100.00% |
03.05.2024 | 0.71% | 1.39 CHF | 1.40 CHF | 235'000 | 235'000 | 234'043 | 234'043 | 326'948 CHF | 329'289 CHF | 99.97% | 99.97% |
02.05.2024 | 0.71% | 1.40 CHF | 1.41 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 328'112 CHF | 330'452 CHF | 100.00% | 100.00% |
30.04.2024 | 0.72% | 1.36 CHF | 1.37 CHF | 235'000 | 235'000 | 234'636 | 234'636 | 323'043 CHF | 325'390 CHF | 100.00% | 100.00% |