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 | 2.09% | 0.46 CHF | 0.47 CHF | 350'000 | 350'000 | 348'464 | 348'464 | 166'400 CHF | 169'892 CHF | 100.00% | 100.00% |
14.05.2024 | 2.40% | 0.46 CHF | 0.47 CHF | 350'000 | 350'000 | 342'638 | 342'638 | 142'286 CHF | 145'713 CHF | 99.99% | 99.99% |
13.05.2024 | 2.20% | 0.44 CHF | 0.45 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 156'921 CHF | 160'407 CHF | 99.87% | 99.87% |
10.05.2024 | 2.09% | 0.48 CHF | 0.49 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 165'360 CHF | 168'846 CHF | 100.00% | 100.00% |
08.05.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 360'000 | 360'000 | 358'421 | 358'421 | 190'958 CHF | 194'543 CHF | 98.93% | 98.93% |
07.05.2024 | 1.80% | 0.52 CHF | 0.53 CHF | 360'000 | 360'000 | 358'234 | 358'234 | 197'256 CHF | 200'841 CHF | 99.89% | 99.89% |
06.05.2024 | 1.76% | 0.58 CHF | 0.59 CHF | 370'000 | 370'000 | 362'297 | 362'297 | 203'834 CHF | 207'457 CHF | 100.00% | 100.00% |
03.05.2024 | 1.74% | 0.57 CHF | 0.58 CHF | 370'000 | 370'000 | 364'926 | 364'926 | 208'265 CHF | 211'914 CHF | 99.87% | 99.87% |
02.05.2024 | 1.87% | 0.56 CHF | 0.57 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 189'594 CHF | 193'179 CHF | 98.62% | 98.62% |
30.04.2024 | 1.59% | 0.64 CHF | 0.65 CHF | 370'000 | 370'000 | 368'261 | 368'261 | 229'593 CHF | 233'278 CHF | 100.00% | 100.00% |