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 | 3.88% | 0.22 CHF | 0.23 CHF | 700'000 | 700'000 | 340'974 | 340'974 | 86'223 CHF | 89'662 CHF | 100.00% | 100.00% |
14.05.2024 | 4.73% | 0.29 CHF | 0.30 CHF | 790'000 | 790'000 | 403'623 | 403'623 | 90'827 CHF | 94'882 CHF | 99.98% | 99.98% |
13.05.2024 | 5.51% | 0.22 CHF | 0.23 CHF | 920'000 | 920'000 | 465'911 | 465'911 | 89'965 CHF | 94'646 CHF | 99.86% | 99.86% |
10.05.2024 | 4.74% | 0.17 CHF | 0.18 CHF | 840'000 | 840'000 | 401'564 | 401'564 | 82'679 CHF | 86'713 CHF | 99.99% | 99.99% |
08.05.2024 | 4.01% | 0.25 CHF | 0.26 CHF | 700'000 | 700'000 | 343'671 | 343'671 | 85'667 CHF | 89'122 CHF | 96.52% | 96.52% |
07.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 610'000 | 610'000 | 296'021 | 296'021 | 99'293 CHF | 102'266 CHF | 97.11% | 97.11% |
06.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 640'000 | 640'000 | 317'464 | 317'464 | 119'409 CHF | 122'597 CHF | 98.28% | 98.28% |
03.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 670'000 | 670'000 | 320'054 | 320'054 | 109'972 CHF | 113'187 CHF | 99.44% | 99.44% |
02.05.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 650'000 | 650'000 | 316'844 | 316'844 | 114'445 CHF | 117'628 CHF | 99.51% | 99.51% |
30.04.2024 | 2.09% | 0.41 CHF | 0.42 CHF | 550'000 | 550'000 | 267'919 | 267'919 | 129'292 CHF | 132'010 CHF | 96.13% | 96.13% |