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 | 1.70% | 0.60 CHF | 0.61 CHF | 350'000 | 350'000 | 348'460 | 348'460 | 203'854 CHF | 207'346 CHF | 100.00% | 100.00% |
14.05.2024 | 1.54% | 0.60 CHF | 0.61 CHF | 350'000 | 350'000 | 342'633 | 342'633 | 221'897 CHF | 225'324 CHF | 100.00% | 100.00% |
13.05.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 212'942 CHF | 216'428 CHF | 99.86% | 99.86% |
10.05.2024 | 1.69% | 0.58 CHF | 0.59 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 204'448 CHF | 207'934 CHF | 100.00% | 100.00% |
08.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 360'000 | 360'000 | 358'425 | 358'425 | 188'983 CHF | 192'568 CHF | 98.93% | 98.93% |
07.05.2024 | 1.95% | 0.54 CHF | 0.55 CHF | 360'000 | 360'000 | 358'254 | 358'254 | 182'771 CHF | 186'357 CHF | 99.88% | 99.88% |
06.05.2024 | 1.99% | 0.48 CHF | 0.49 CHF | 370'000 | 370'000 | 362'297 | 362'297 | 179'871 CHF | 183'494 CHF | 100.00% | 100.00% |
03.05.2024 | 2.02% | 0.49 CHF | 0.50 CHF | 370'000 | 370'000 | 364'922 | 364'922 | 178'512 CHF | 182'161 CHF | 99.98% | 99.98% |
02.05.2024 | 1.86% | 0.50 CHF | 0.51 CHF | 360'000 | 360'000 | 358'494 | 358'494 | 191'083 CHF | 194'668 CHF | 98.58% | 98.58% |
30.04.2024 | 2.26% | 0.43 CHF | 0.44 CHF | 370'000 | 370'000 | 368'269 | 368'269 | 161'572 CHF | 165'257 CHF | 100.00% | 100.00% |