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 | 2.63% | 0.34 CHF | 0.35 CHF | 580'000 | 580'000 | 281'340 | 281'340 | 106'064 CHF | 108'902 CHF | 100.00% | 100.00% |
14.05.2024 | 3.09% | 0.42 CHF | 0.43 CHF | 620'000 | 620'000 | 317'097 | 317'097 | 108'522 CHF | 111'707 CHF | 99.97% | 99.97% |
13.05.2024 | 3.53% | 0.33 CHF | 0.34 CHF | 680'000 | 680'000 | 341'041 | 341'041 | 102'905 CHF | 106'332 CHF | 99.86% | 99.86% |
10.05.2024 | 3.11% | 0.28 CHF | 0.28 CHF | 660'000 | 660'000 | 318'180 | 318'180 | 100'832 CHF | 104'026 CHF | 99.59% | 99.59% |
08.05.2024 | 2.75% | 0.37 CHF | 0.38 CHF | 600'000 | 600'000 | 293'282 | 293'282 | 107'014 CHF | 109'959 CHF | 95.88% | 95.88% |
07.05.2024 | 2.15% | 0.45 CHF | 0.46 CHF | 540'000 | 540'000 | 261'995 | 261'995 | 121'744 CHF | 124'375 CHF | 96.33% | 96.33% |
06.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 560'000 | 560'000 | 273'636 | 273'636 | 139'099 CHF | 141'846 CHF | 97.15% | 97.15% |
03.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 580'000 | 580'000 | 278'974 | 278'974 | 130'685 CHF | 133'486 CHF | 98.11% | 98.11% |
02.05.2024 | 2.03% | 0.46 CHF | 0.47 CHF | 570'000 | 570'000 | 275'387 | 275'387 | 134'282 CHF | 137'047 CHF | 97.15% | 97.15% |
30.04.2024 | 1.64% | 0.54 CHF | 0.55 CHF | 510'000 | 510'000 | 240'905 | 240'905 | 148'612 CHF | 151'063 CHF | 92.92% | 92.92% |