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 | 2.04% | 0.47 CHF | 0.48 CHF | 325'000 | 325'000 | 325'389 | 325'389 | 157'894 CHF | 161'148 CHF | 100.00% | 100.00% |
14.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 300'000 | 300'000 | 300'283 | 300'283 | 158'137 CHF | 161'140 CHF | 92.23% | 92.23% |
13.05.2024 | 1.91% | 0.51 CHF | 0.52 CHF | 325'000 | 325'000 | 307'810 | 307'810 | 159'567 CHF | 162'645 CHF | 100.00% | 100.00% |
10.05.2024 | 2.01% | 0.51 CHF | 0.52 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 159'949 CHF | 163'199 CHF | 99.79% | 99.79% |
08.05.2024 | 1.76% | 0.57 CHF | 0.58 CHF | 275'000 | 275'000 | 277'084 | 277'084 | 156'294 CHF | 159'065 CHF | 100.00% | 100.00% |
07.05.2024 | 1.62% | 0.57 CHF | 0.58 CHF | 275'000 | 275'000 | 256'981 | 256'981 | 157'728 CHF | 160'298 CHF | 100.00% | 100.00% |
06.05.2024 | 1.43% | 0.67 CHF | 0.68 CHF | 250'000 | 250'000 | 237'974 | 237'973 | 165'185 CHF | 167'564 CHF | 100.00% | 100.00% |
03.05.2024 | 1.30% | 0.76 CHF | 0.77 CHF | 225'000 | 225'000 | 223'547 | 223'547 | 170'362 CHF | 172'598 CHF | 95.37% | 95.37% |
02.05.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 200'000 | 200'000 | 211'198 | 211'198 | 170'887 CHF | 172'999 CHF | 100.00% | 100.00% |
30.04.2024 | 1.29% | 0.82 CHF | 0.83 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 173'086 CHF | 175'336 CHF | 100.00% | 100.00% |