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 | 2.69% | 0.38 CHF | 0.39 CHF | 270'000 | 270'000 | 269'999 | 269'999 | 98'994 CHF | 101'696 CHF | 100.00% | 100.00% |
13.05.2024 | 2.67% | 0.37 CHF | 0.38 CHF | 270'000 | 270'000 | 270'000 | 270'000 | 99'674 CHF | 102'374 CHF | 100.00% | 100.00% |
10.05.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 100'128 CHF | 103'128 CHF | 100.00% | 100.00% |
08.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 290'000 | 290'000 | 290'000 | 290'000 | 93'300 CHF | 96'200 CHF | 99.09% | 99.09% |
07.05.2024 | 2.67% | 0.36 CHF | 0.37 CHF | 350'000 | 350'000 | 337'181 | 337'181 | 125'283 CHF | 128'662 CHF | 100.00% | 100.00% |
06.05.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 390'000 | 390'000 | 390'000 | 390'000 | 90'169 CHF | 94'069 CHF | 100.00% | 100.00% |
03.05.2024 | 4.50% | 0.22 CHF | 0.23 CHF | 400'000 | 400'000 | 400'184 | 400'184 | 86'977 CHF | 90'979 CHF | 99.97% | 99.97% |
02.05.2024 | 4.61% | 0.21 CHF | 0.22 CHF | 420'000 | 420'000 | 417'452 | 417'452 | 88'504 CHF | 92'679 CHF | 100.00% | 100.00% |
30.04.2024 | 4.39% | 0.21 CHF | 0.22 CHF | 400'000 | 400'000 | 384'178 | 384'178 | 85'594 CHF | 89'436 CHF | 99.99% | 99.99% |
29.04.2024 | 4.19% | 0.23 CHF | 0.24 CHF | 380'000 | 380'000 | 380'000 | 380'000 | 88'732 CHF | 92'532 CHF | 100.00% | 100.00% |