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 | 1.84% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 269'401 | 269'401 | 145'189 CHF | 147'883 CHF | 99.06% | 99.06% |
14.05.2024 | 1.96% | 0.52 CHF | 0.53 CHF | 275'000 | 275'000 | 275'000 | 273'945 | 138'791 CHF | 141'014 CHF | 91.51% | 91.51% |
13.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 138'459 CHF | 141'209 CHF | 100.00% | 100.00% |
10.05.2024 | 2.06% | 0.49 CHF | 0.50 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 132'444 CHF | 135'194 CHF | 100.00% | 100.00% |
08.05.2024 | 2.34% | 0.43 CHF | 0.44 CHF | 275'000 | 275'000 | 280'129 | 280'129 | 118'367 CHF | 121'168 CHF | 100.00% | 100.00% |
07.05.2024 | 2.59% | 0.40 CHF | 0.41 CHF | 300'000 | 300'000 | 300'419 | 300'420 | 114'744 CHF | 117'748 CHF | 100.00% | 100.00% |
06.05.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 325'000 | 325'000 | 321'874 | 321'874 | 110'168 CHF | 113'387 CHF | 100.00% | 100.00% |
03.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 325'000 | 325'000 | 325'455 | 325'455 | 103'934 CHF | 107'188 CHF | 97.86% | 97.86% |
02.05.2024 | 3.12% | 0.30 CHF | 0.31 CHF | 350'000 | 350'000 | 329'834 | 329'834 | 104'184 CHF | 107'482 CHF | 100.00% | 100.00% |
30.04.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 109'607 CHF | 112'857 CHF | 100.00% | 100.00% |