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 | 1.38% | 0.82 CHF | 0.83 CHF | 340'000 | 340'000 | 339'378 | 339'378 | 245'794 CHF | 249'194 CHF | 99.30% | 99.30% |
14.05.2024 | 1.67% | 0.64 CHF | 0.65 CHF | 360'000 | 360'000 | 360'000 | 360'000 | 213'636 CHF | 217'236 CHF | 99.80% | 99.80% |
13.05.2024 | 1.67% | 0.60 CHF | 0.61 CHF | 370'000 | 370'000 | 370'000 | 370'000 | 220'355 CHF | 224'055 CHF | 99.23% | 99.23% |
10.05.2024 | 1.86% | 0.56 CHF | 0.57 CHF | 490'000 | 490'000 | 490'000 | 490'000 | 261'214 CHF | 266'114 CHF | 100.00% | 100.00% |
08.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 176'803 CHF | 181'803 CHF | 96.89% | 96.89% |
07.05.2024 | 3.89% | 0.31 CHF | 0.32 CHF | 500'000 | 500'000 | 499'764 | 499'764 | 127'050 CHF | 132'050 CHF | 99.45% | 99.45% |
06.05.2024 | 5.51% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 88'743 CHF | 93'743 CHF | 100.00% | 100.00% |
03.05.2024 | 6.69% | 0.14 CHF | 0.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 72'587 CHF | 77'587 CHF | 99.90% | 99.90% |
02.05.2024 | 6.75% | 0.12 CHF | 0.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 72'077 CHF | 77'077 CHF | 99.65% | 99.65% |
30.04.2024 | 5.27% | 0.16 CHF | 0.17 CHF | 500'000 | 500'000 | 499'738 | 499'738 | 92'736 CHF | 97'736 CHF | 100.00% | 100.00% |