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 | 3.20% | 0.32 CHF | 0.33 CHF | 265'000 | 265'000 | 260'483 | 260'483 | 80'195 CHF | 82'802 CHF | 100.00% | 100.00% |
15.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 245'000 | 245'000 | 244'010 | 244'010 | 73'707 CHF | 76'152 CHF | 100.00% | 100.00% |
14.05.2024 | 3.42% | 0.29 CHF | 0.30 CHF | 245'000 | 245'000 | 243'925 | 243'925 | 70'174 CHF | 72'614 CHF | 100.00% | 100.00% |
13.05.2024 | 3.09% | 0.31 CHF | 0.32 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 79'389 CHF | 81'879 CHF | 100.00% | 100.00% |
10.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 250'892 | 250'892 | 85'537 CHF | 88'046 CHF | 100.00% | 100.00% |
08.05.2024 | 2.77% | 0.35 CHF | 0.36 CHF | 255'000 | 255'000 | 253'867 | 253'867 | 90'480 CHF | 93'019 CHF | 98.84% | 98.84% |
07.05.2024 | 3.21% | 0.29 CHF | 0.30 CHF | 245'000 | 245'000 | 247'729 | 247'729 | 76'051 CHF | 78'530 CHF | 97.92% | 97.92% |
06.05.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 75'291 CHF | 77'768 CHF | 100.00% | 100.00% |
03.05.2024 | 3.08% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 79'624 CHF | 82'114 CHF | 100.00% | 100.00% |
02.05.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 80'493 CHF | 82'983 CHF | 100.00% | 100.00% |