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 | 4.26% | 0.24 CHF | 0.25 CHF | 460'000 | 460'000 | 457'042 | 457'042 | 105'558 CHF | 110'139 CHF | 100.00% | 100.00% |
14.05.2024 | 3.94% | 0.25 CHF | 0.26 CHF | 460'000 | 460'000 | 460'019 | 460'019 | 114'418 CHF | 119'020 CHF | 100.00% | 100.00% |
13.05.2024 | 3.93% | 0.25 CHF | 0.26 CHF | 460'000 | 460'000 | 466'146 | 466'146 | 116'226 CHF | 120'887 CHF | 100.00% | 100.00% |
10.05.2024 | 4.05% | 0.25 CHF | 0.26 CHF | 470'000 | 470'000 | 460'640 | 460'640 | 111'571 CHF | 116'178 CHF | 100.00% | 100.00% |
08.05.2024 | 3.52% | 0.28 CHF | 0.29 CHF | 470'000 | 470'000 | 467'964 | 467'964 | 130'752 CHF | 135'433 CHF | 99.14% | 99.14% |
07.05.2024 | 3.57% | 0.27 CHF | 0.28 CHF | 470'000 | 470'000 | 467'702 | 467'702 | 128'859 CHF | 133'540 CHF | 99.85% | 99.85% |
06.05.2024 | 3.65% | 0.27 CHF | 0.28 CHF | 470'000 | 470'000 | 468'062 | 468'062 | 125'966 CHF | 130'646 CHF | 100.00% | 100.00% |
03.05.2024 | 3.60% | 0.28 CHF | 0.29 CHF | 470'000 | 470'000 | 468'087 | 468'087 | 127'558 CHF | 132'238 CHF | 100.00% | 100.00% |
02.05.2024 | 3.61% | 0.27 CHF | 0.28 CHF | 470'000 | 470'000 | 468'062 | 468'062 | 127'499 CHF | 132'179 CHF | 100.00% | 100.00% |
30.04.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 470'000 | 470'000 | 469'248 | 469'248 | 135'277 CHF | 139'972 CHF | 99.99% | 99.99% |