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 | 0.74% | 1.46 CHF | 1.47 CHF | 270'000 | 270'000 | 269'506 | 269'506 | 362'713 CHF | 365'413 CHF | 99.31% | 99.31% |
14.05.2024 | 0.84% | 1.25 CHF | 1.26 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 330'364 CHF | 333'164 CHF | 99.81% | 99.81% |
13.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 280'000 | 280'000 | 280'000 | 280'000 | 331'290 CHF | 334'090 CHF | 99.23% | 99.23% |
10.05.2024 | 0.90% | 1.14 CHF | 1.15 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 342'057 CHF | 345'157 CHF | 100.00% | 100.00% |
08.05.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 269'299 CHF | 272'499 CHF | 96.90% | 96.90% |
07.05.2024 | 1.50% | 0.76 CHF | 0.77 CHF | 410'000 | 410'000 | 409'757 | 409'757 | 272'953 CHF | 277'053 CHF | 99.46% | 99.46% |
06.05.2024 | 1.95% | 0.49 CHF | 0.50 CHF | 460'000 | 460'000 | 460'000 | 460'000 | 234'295 CHF | 238'895 CHF | 100.00% | 100.00% |
03.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 214'507 CHF | 219'507 CHF | 99.90% | 99.90% |
02.05.2024 | 2.34% | 0.37 CHF | 0.38 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 190'670 CHF | 195'170 CHF | 99.55% | 99.55% |
30.04.2024 | 1.97% | 0.46 CHF | 0.47 CHF | 420'000 | 420'000 | 420'000 | 420'000 | 211'897 CHF | 216'097 CHF | 100.00% | 100.00% |