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 | 2.69% | 0.36 CHF | 0.37 CHF | 265'000 | 265'000 | 260'481 | 260'481 | 95'580 CHF | 98'187 CHF | 100.00% | 100.00% |
15.05.2024 | 2.55% | 0.38 CHF | 0.39 CHF | 245'000 | 245'000 | 244'006 | 244'006 | 94'972 CHF | 97'418 CHF | 100.00% | 100.00% |
14.05.2024 | 2.44% | 0.40 CHF | 0.41 CHF | 245'000 | 245'000 | 243'955 | 243'955 | 98'609 CHF | 101'049 CHF | 100.00% | 100.00% |
13.05.2024 | 2.66% | 0.39 CHF | 0.40 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 92'502 CHF | 94'991 CHF | 100.00% | 100.00% |
10.05.2024 | 2.82% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 250'893 | 250'893 | 87'855 CHF | 90'364 CHF | 100.00% | 100.00% |
08.05.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 255'000 | 255'000 | 253'870 | 253'870 | 85'022 CHF | 87'561 CHF | 98.84% | 98.84% |
07.05.2024 | 2.57% | 0.40 CHF | 0.41 CHF | 245'000 | 245'000 | 247'713 | 247'713 | 95'130 CHF | 97'609 CHF | 97.92% | 97.92% |
06.05.2024 | 2.54% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 96'280 CHF | 98'757 CHF | 100.00% | 100.00% |
03.05.2024 | 2.65% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 92'591 CHF | 95'080 CHF | 100.00% | 100.00% |
02.05.2024 | 2.66% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 92'200 CHF | 94'690 CHF | 100.00% | 100.00% |