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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 2.43% | 0.33 CHF | 0.34 CHF | 300'000 | 300'000 | 299'965 | 299'965 | 122'885 CHF | 125'885 CHF | 99.80% | 99.80% |
13.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 124'861 CHF | 127'861 CHF | 100.00% | 100.00% |
10.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 160'028 CHF | 163'028 CHF | 100.00% | 100.00% |
08.05.2024 | 1.19% | 0.81 CHF | 0.82 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 250'507 CHF | 253'507 CHF | 99.77% | 99.77% |
07.05.2024 | 0.95% | 0.94 CHF | 0.95 CHF | 300'000 | 300'000 | 299'798 | 299'798 | 316'541 CHF | 319'541 CHF | 96.15% | 96.15% |
06.05.2024 | 0.77% | 1.32 CHF | 1.33 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 388'325 CHF | 391'325 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 1.44 CHF | 1.45 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 434'928 CHF | 437'928 CHF | 99.88% | 99.88% |
02.05.2024 | 0.67% | 1.58 CHF | 1.59 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 447'216 CHF | 450'216 CHF | 99.57% | 99.57% |
30.04.2024 | 0.72% | 1.45 CHF | 1.46 CHF | 300'000 | 300'000 | 299'857 | 299'857 | 414'768 CHF | 417'768 CHF | 100.00% | 100.00% |
29.04.2024 | 0.77% | 1.36 CHF | 1.37 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 386'823 CHF | 389'823 CHF | 99.59% | 99.59% |