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 | 4.79% | 0.19 CHF | 0.20 CHF | 425'000 | 425'000 | 408'235 | 408'036 | 83'179 CHF | 87'220 CHF | 100.00% | 100.00% |
14.05.2024 | 4.28% | 0.22 CHF | 0.23 CHF | 375'000 | 375'000 | 375'280 | 373'851 | 85'989 CHF | 89'385 CHF | 92.21% | 92.21% |
13.05.2024 | 4.31% | 0.23 CHF | 0.24 CHF | 375'000 | 375'000 | 375'000 | 374'968 | 85'132 CHF | 88'874 CHF | 100.00% | 100.00% |
10.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 375'000 | 375'000 | 366'502 | 366'449 | 84'149 CHF | 87'802 CHF | 100.00% | 100.00% |
08.05.2024 | 3.63% | 0.27 CHF | 0.28 CHF | 325'000 | 325'000 | 323'233 | 323'233 | 87'417 CHF | 90'650 CHF | 100.00% | 100.00% |
07.05.2024 | 3.23% | 0.28 CHF | 0.29 CHF | 300'000 | 300'000 | 284'655 | 284'643 | 86'793 CHF | 89'636 CHF | 100.00% | 100.00% |
06.05.2024 | 2.78% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 253'390 | 253'389 | 89'952 CHF | 92'486 CHF | 100.00% | 100.00% |
03.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 250'000 | 250'000 | 245'866 | 245'866 | 96'151 CHF | 98'610 CHF | 97.87% | 97.87% |
02.05.2024 | 2.43% | 0.42 CHF | 0.43 CHF | 225'000 | 225'000 | 240'741 | 240'741 | 97'828 CHF | 100'235 CHF | 100.00% | 100.00% |
30.04.2024 | 2.56% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 96'300 CHF | 98'800 CHF | 100.00% | 100.00% |