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 | 1.16% | 0.86 CHF | 0.87 CHF | 230'000 | 230'000 | 228'522 | 228'522 | 197'558 CHF | 199'849 CHF | 100.00% | 100.00% |
14.05.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 230'000 | 230'000 | 230'009 | 230'009 | 190'500 CHF | 192'801 CHF | 100.00% | 100.00% |
13.05.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 230'000 | 230'000 | 233'073 | 233'073 | 191'664 CHF | 193'995 CHF | 100.00% | 100.00% |
10.05.2024 | 1.19% | 0.82 CHF | 0.83 CHF | 235'000 | 235'000 | 230'320 | 230'320 | 193'093 CHF | 195'396 CHF | 100.00% | 100.00% |
08.05.2024 | 1.29% | 0.76 CHF | 0.77 CHF | 235'000 | 235'000 | 233'982 | 233'982 | 179'667 CHF | 182'007 CHF | 99.14% | 99.14% |
07.05.2024 | 1.29% | 0.78 CHF | 0.79 CHF | 235'000 | 235'000 | 233'846 | 233'846 | 180'536 CHF | 182'876 CHF | 99.85% | 99.85% |
06.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 183'740 CHF | 186'081 CHF | 100.00% | 100.00% |
03.05.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 235'000 | 235'000 | 234'043 | 234'043 | 182'269 CHF | 184'610 CHF | 99.98% | 99.98% |
02.05.2024 | 1.27% | 0.78 CHF | 0.79 CHF | 235'000 | 235'000 | 234'031 | 234'031 | 183'256 CHF | 185'596 CHF | 100.00% | 100.00% |
30.04.2024 | 1.31% | 0.74 CHF | 0.75 CHF | 235'000 | 235'000 | 234'633 | 234'633 | 177'562 CHF | 179'909 CHF | 100.00% | 100.00% |