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 | 1.18% | 0.97 CHF | 0.98 CHF | 190'000 | 190'000 | 106'677 | 106'677 | 94'889 CHF | 95'964 CHF | 100.00% | 100.00% |
14.05.2024 | 1.22% | 0.85 CHF | 0.86 CHF | 200'000 | 200'000 | 108'325 | 108'325 | 91'174 CHF | 92'262 CHF | 99.90% | 99.90% |
13.05.2024 | 1.34% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 112'355 | 112'355 | 86'807 CHF | 87'935 CHF | 100.00% | 100.00% |
10.05.2024 | 1.36% | 0.68 CHF | 0.69 CHF | 200'000 | 200'000 | 109'266 | 109'266 | 80'907 CHF | 82'003 CHF | 99.68% | 99.68% |
08.05.2024 | 1.51% | 0.66 CHF | 0.67 CHF | 210'000 | 210'000 | 118'245 | 118'245 | 79'783 CHF | 80'970 CHF | 98.38% | 98.38% |
07.05.2024 | 1.45% | 0.68 CHF | 0.69 CHF | 220'000 | 220'000 | 120'992 | 120'992 | 85'718 CHF | 86'933 CHF | 97.74% | 97.74% |
06.05.2024 | 1.56% | 0.65 CHF | 0.66 CHF | 210'000 | 210'000 | 118'743 | 118'743 | 78'687 CHF | 79'879 CHF | 99.51% | 99.51% |
03.05.2024 | 1.74% | 0.75 CHF | 0.76 CHF | 300'000 | 300'000 | 109'108 | 109'108 | 81'670 CHF | 82'923 CHF | 97.78% | 97.78% |
02.05.2024 | 2.65% | 0.39 CHF | 0.40 CHF | 360'000 | 360'000 | 202'820 | 202'820 | 78'242 CHF | 80'278 CHF | 99.94% | 99.94% |
30.04.2024 | 2.23% | 0.46 CHF | 0.47 CHF | 300'000 | 300'000 | 168'921 | 168'921 | 77'732 CHF | 79'429 CHF | 99.68% | 99.68% |