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 | 2.66% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 298'575 | 298'576 | 110'952 CHF | 113'938 CHF | 100.00% | 100.00% |
14.05.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 114'499 CHF | 117'249 CHF | 92.22% | 92.22% |
13.05.2024 | 2.38% | 0.41 CHF | 0.42 CHF | 275'000 | 275'000 | 275'000 | 275'000 | 114'030 CHF | 116'780 CHF | 100.00% | 100.00% |
10.05.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 275'000 | 275'000 | 292'190 | 292'190 | 113'555 CHF | 116'477 CHF | 99.80% | 99.80% |
08.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 246'001 | 246'001 | 113'336 CHF | 115'796 CHF | 100.00% | 100.00% |
07.05.2024 | 1.90% | 0.47 CHF | 0.48 CHF | 225'000 | 225'000 | 218'179 | 218'179 | 113'986 CHF | 116'168 CHF | 100.00% | 100.00% |
06.05.2024 | 1.60% | 0.59 CHF | 0.60 CHF | 200'000 | 200'000 | 192'142 | 192'142 | 118'757 CHF | 120'678 CHF | 100.00% | 100.00% |
03.05.2024 | 1.40% | 0.70 CHF | 0.71 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 124'229 CHF | 125'979 CHF | 94.92% | 94.92% |
02.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 175'000 | 175'000 | 174'740 | 174'740 | 133'603 CHF | 135'351 CHF | 100.00% | 100.00% |
30.04.2024 | 1.40% | 0.78 CHF | 0.79 CHF | 175'000 | 175'000 | 175'084 | 175'084 | 124'653 CHF | 126'404 CHF | 100.00% | 100.00% |