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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 2.69% | 0.36 CHF | 0.37 CHF | 265'000 | 265'000 | 265'996 | 265'996 | 97'792 CHF | 100'454 CHF | 100.00% | 100.00% |
17.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 265'000 | 265'000 | 263'879 | 263'879 | 87'187 CHF | 89'825 CHF | 100.00% | 100.00% |
16.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 265'000 | 265'000 | 260'482 | 260'482 | 81'563 CHF | 84'169 CHF | 100.00% | 100.00% |
15.05.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 245'000 | 245'000 | 244'016 | 244'016 | 75'294 CHF | 77'740 CHF | 100.00% | 100.00% |
14.05.2024 | 3.36% | 0.30 CHF | 0.31 CHF | 245'000 | 245'000 | 243'954 | 243'954 | 71'507 CHF | 73'947 CHF | 100.00% | 100.00% |
13.05.2024 | 3.02% | 0.31 CHF | 0.32 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 81'081 CHF | 83'570 CHF | 100.00% | 100.00% |
10.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 250'893 | 250'893 | 87'054 CHF | 89'563 CHF | 100.00% | 100.00% |
08.05.2024 | 2.73% | 0.35 CHF | 0.36 CHF | 255'000 | 255'000 | 253'866 | 253'866 | 91'950 CHF | 94'489 CHF | 98.83% | 98.83% |
07.05.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 245'000 | 245'000 | 247'721 | 247'721 | 77'532 CHF | 80'011 CHF | 97.92% | 97.92% |
06.05.2024 | 3.20% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 76'352 CHF | 78'830 CHF | 100.00% | 100.00% |