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 | 2.27% | 0.45 CHF | 0.46 CHF | 265'000 | 265'000 | 260'482 | 260'482 | 113'745 CHF | 116'352 CHF | 100.00% | 100.00% |
15.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 245'000 | 245'000 | 244'014 | 244'014 | 105'278 CHF | 107'723 CHF | 100.00% | 100.00% |
14.05.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 245'000 | 245'000 | 243'925 | 243'925 | 101'711 CHF | 104'151 CHF | 100.00% | 100.00% |
13.05.2024 | 2.21% | 0.43 CHF | 0.44 CHF | 245'000 | 245'000 | 248'927 | 248'927 | 111'463 CHF | 113'952 CHF | 100.00% | 100.00% |
10.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 250'000 | 250'000 | 250'893 | 250'893 | 117'805 CHF | 120'314 CHF | 100.00% | 100.00% |
08.05.2024 | 2.05% | 0.48 CHF | 0.49 CHF | 255'000 | 255'000 | 253'867 | 253'867 | 122'948 CHF | 125'487 CHF | 98.84% | 98.84% |
07.05.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 245'000 | 245'000 | 247'721 | 247'721 | 108'026 CHF | 110'505 CHF | 97.91% | 97.91% |
06.05.2024 | 2.30% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 247'765 | 247'765 | 106'555 CHF | 109'033 CHF | 100.00% | 100.00% |
03.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 111'431 CHF | 113'920 CHF | 100.00% | 100.00% |
02.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 250'000 | 250'000 | 248'969 | 248'969 | 112'267 CHF | 114'757 CHF | 100.00% | 100.00% |