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 | 2.67% | 0.36 CHF | 0.37 CHF | 450'000 | 450'000 | 199'709 | 199'709 | 73'412 CHF | 75'417 CHF | 100.00% | 100.00% |
14.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 445'000 | 445'000 | 199'333 | 199'333 | 72'913 CHF | 74'911 CHF | 100.00% | 100.00% |
13.05.2024 | 2.48% | 0.38 CHF | 0.39 CHF | 445'000 | 445'000 | 197'710 | 197'710 | 79'389 CHF | 81'370 CHF | 100.00% | 100.00% |
10.05.2024 | 2.27% | 0.41 CHF | 0.42 CHF | 440'000 | 440'000 | 195'534 | 195'534 | 85'722 CHF | 87'681 CHF | 100.00% | 100.00% |
08.05.2024 | 2.41% | 0.42 CHF | 0.43 CHF | 440'000 | 440'000 | 194'163 | 194'163 | 80'495 CHF | 82'441 CHF | 98.97% | 98.97% |
07.05.2024 | 2.39% | 0.44 CHF | 0.45 CHF | 435'000 | 435'000 | 196'542 | 196'542 | 83'725 CHF | 85'695 CHF | 99.67% | 99.67% |
06.05.2024 | 2.62% | 0.40 CHF | 0.41 CHF | 445'000 | 445'000 | 199'501 | 199'501 | 76'548 CHF | 78'547 CHF | 100.00% | 100.00% |
03.05.2024 | 2.74% | 0.38 CHF | 0.39 CHF | 445'000 | 445'000 | 198'393 | 198'393 | 75'095 CHF | 77'082 CHF | 99.95% | 99.95% |
02.05.2024 | 3.30% | 0.32 CHF | 0.33 CHF | 450'000 | 450'000 | 202'625 | 202'625 | 62'196 CHF | 64'226 CHF | 99.98% | 99.98% |
30.04.2024 | - | 0.30 CHF | - CHF | 455'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |