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 | 1.97% | 0.55 CHF | 0.56 CHF | 435'000 | 435'000 | 241'519 | 241'519 | 126'232 CHF | 128'661 CHF | 100.00% | 100.00% |
14.05.2024 | 2.02% | 0.50 CHF | 0.51 CHF | 445'000 | 445'000 | 243'949 | 243'949 | 122'132 CHF | 124'577 CHF | 99.89% | 99.89% |
13.05.2024 | 2.16% | 0.49 CHF | 0.50 CHF | 445'000 | 445'000 | 246'182 | 246'182 | 115'836 CHF | 118'302 CHF | 100.00% | 100.00% |
10.05.2024 | 2.18% | 0.43 CHF | 0.44 CHF | 450'000 | 450'000 | 247'508 | 247'508 | 113'266 CHF | 115'746 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 455'000 | 455'000 | 247'355 | 247'355 | 105'214 CHF | 107'692 CHF | 97.91% | 97.91% |
07.05.2024 | 2.31% | 0.43 CHF | 0.44 CHF | 455'000 | 455'000 | 249'381 | 249'381 | 109'374 CHF | 111'875 CHF | 98.25% | 98.25% |
06.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 455'000 | 455'000 | 251'200 | 251'200 | 105'034 CHF | 107'551 CHF | 99.86% | 99.86% |
03.05.2024 | 2.25% | 0.46 CHF | 0.47 CHF | 450'000 | 450'000 | 172'013 | 172'013 | 78'094 CHF | 79'816 CHF | 99.99% | 99.99% |
02.05.2024 | - | 0.24 CHF | - CHF | 475'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
30.04.2024 | - | 0.28 CHF | - CHF | 470'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |