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 | 1.87% | 0.52 CHF | 0.53 CHF | 228'000 | 228'000 | 228'835 | 228'835 | 121'599 CHF | 123'889 CHF | 100.00% | 100.00% |
15.05.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 228'000 | 228'000 | 225'796 | 225'796 | 117'506 CHF | 119'769 CHF | 100.00% | 100.00% |
14.05.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 220'000 | 220'000 | 224'743 | 224'743 | 115'225 CHF | 117'472 CHF | 100.00% | 100.00% |
13.05.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 232'000 | 232'000 | 235'399 | 235'399 | 129'617 CHF | 131'971 CHF | 100.00% | 100.00% |
10.05.2024 | 1.83% | 0.55 CHF | 0.56 CHF | 236'000 | 236'000 | 233'012 | 233'012 | 126'167 CHF | 128'497 CHF | 100.00% | 100.00% |
08.05.2024 | 1.82% | 0.55 CHF | 0.56 CHF | 236'000 | 236'000 | 235'989 | 235'989 | 128'821 CHF | 131'181 CHF | 98.99% | 98.99% |
07.05.2024 | 1.81% | 0.55 CHF | 0.56 CHF | 236'000 | 236'000 | 235'995 | 235'995 | 129'022 CHF | 131'382 CHF | 99.60% | 99.60% |
06.05.2024 | 1.79% | 0.55 CHF | 0.56 CHF | 236'000 | 236'000 | 238'078 | 238'078 | 131'647 CHF | 134'028 CHF | 100.00% | 100.00% |
03.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 240'000 | 240'000 | 239'564 | 239'564 | 132'548 CHF | 134'943 CHF | 100.00% | 100.00% |
02.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 240'000 | 240'000 | 236'632 | 236'632 | 130'158 CHF | 132'524 CHF | 100.00% | 100.00% |