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 | 2.44% | 0.48 CHF | 0.49 CHF | 475'000 | 475'000 | 232'660 | 232'660 | 102'104 CHF | 104'445 CHF | 100.00% | 100.00% |
14.05.2024 | 2.02% | 0.40 CHF | 0.41 CHF | 460'000 | 460'000 | 236'527 | 236'527 | 115'197 CHF | 117'568 CHF | 100.00% | 100.00% |
13.05.2024 | 1.82% | 0.50 CHF | 0.51 CHF | 475'000 | 475'000 | 241'326 | 241'326 | 130'637 CHF | 133'055 CHF | 100.00% | 100.00% |
10.05.2024 | 1.97% | 0.59 CHF | 0.60 CHF | 490'000 | 490'000 | 235'809 | 235'809 | 124'526 CHF | 126'889 CHF | 100.00% | 100.00% |
08.05.2024 | 2.16% | 0.48 CHF | 0.49 CHF | 475'000 | 475'000 | 233'784 | 233'784 | 112'808 CHF | 115'151 CHF | 95.78% | 95.78% |
07.05.2024 | 2.93% | 0.37 CHF | 0.38 CHF | 460'000 | 460'000 | 225'340 | 225'340 | 81'242 CHF | 83'503 CHF | 97.58% | 97.58% |
06.05.2024 | 3.14% | 0.33 CHF | 0.34 CHF | 455'000 | 455'000 | 226'828 | 226'828 | 70'850 CHF | 73'122 CHF | 98.41% | 98.41% |
03.05.2024 | 2.72% | 0.40 CHF | 0.41 CHF | 465'000 | 465'000 | 225'705 | 225'705 | 82'182 CHF | 84'444 CHF | 99.94% | 99.94% |
02.05.2024 | 3.02% | 0.39 CHF | 0.40 CHF | 455'000 | 455'000 | 224'444 | 224'444 | 79'980 CHF | 82'229 CHF | 99.99% | 99.99% |
30.04.2024 | 4.12% | 0.31 CHF | 0.32 CHF | 445'000 | 445'000 | 218'823 | 218'823 | 55'267 CHF | 57'460 CHF | 96.79% | 96.79% |