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 | 3.79% | 0.25 CHF | 0.26 CHF | 265'000 | 265'000 | 260'483 | 260'483 | 67'553 CHF | 70'160 CHF | 100.00% | 100.00% |
15.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 245'000 | 245'000 | 244'015 | 244'015 | 69'532 CHF | 71'978 CHF | 100.00% | 100.00% |
14.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 245'000 | 245'000 | 243'925 | 243'925 | 73'237 CHF | 75'677 CHF | 100.00% | 100.00% |
13.05.2024 | 3.70% | 0.28 CHF | 0.29 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 66'056 CHF | 68'545 CHF | 100.00% | 100.00% |
10.05.2024 | 4.00% | 0.25 CHF | 0.26 CHF | 250'000 | 250'000 | 250'892 | 250'892 | 61'445 CHF | 63'954 CHF | 100.00% | 100.00% |
08.05.2024 | 4.27% | 0.24 CHF | 0.25 CHF | 255'000 | 255'000 | 253'869 | 253'869 | 58'271 CHF | 60'810 CHF | 98.84% | 98.84% |
07.05.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 245'000 | 245'000 | 247'711 | 247'711 | 69'661 CHF | 72'140 CHF | 97.91% | 97.91% |
06.05.2024 | 3.47% | 0.28 CHF | 0.29 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 70'074 CHF | 72'551 CHF | 100.00% | 100.00% |
03.05.2024 | 3.68% | 0.27 CHF | 0.28 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 66'433 CHF | 68'922 CHF | 99.99% | 99.99% |
02.05.2024 | 3.73% | 0.26 CHF | 0.27 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 65'627 CHF | 68'117 CHF | 100.00% | 100.00% |