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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 349'000 | 349'000 | 343'943 | 343'943 | 121'489 CHF | 124'931 CHF | 100.00% | 100.00% |
15.05.2024 | 3.05% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 337'939 | 337'939 | 109'736 CHF | 113'122 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 341'528 | 341'528 | 118'180 CHF | 121'595 CHF | 100.00% | 100.00% |
13.05.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 349'000 | 349'000 | 346'139 | 346'139 | 120'709 CHF | 124'171 CHF | 100.00% | 100.00% |
10.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 349'000 | 349'000 | 346'505 | 346'505 | 120'081 CHF | 123'546 CHF | 100.00% | 100.00% |
08.05.2024 | 2.93% | 0.34 CHF | 0.35 CHF | 340'000 | 340'000 | 340'285 | 340'285 | 114'354 CHF | 117'757 CHF | 99.09% | 99.09% |
07.05.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 340'000 | 340'000 | 341'621 | 341'621 | 116'768 CHF | 120'186 CHF | 99.94% | 99.94% |
06.05.2024 | 2.52% | 0.38 CHF | 0.39 CHF | 349'000 | 349'000 | 354'374 | 354'374 | 138'766 CHF | 142'310 CHF | 100.00% | 100.00% |
03.05.2024 | 2.36% | 0.42 CHF | 0.43 CHF | 358'000 | 358'000 | 359'963 | 359'963 | 150'568 CHF | 154'168 CHF | 99.98% | 99.98% |
02.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 367'000 | 367'000 | 363'739 | 363'739 | 157'891 CHF | 161'528 CHF | 100.00% | 100.00% |