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 | 1.86% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 239'227 | 239'226 | 127'085 CHF | 129'477 CHF | 99.84% | 99.84% |
15.05.2024 | 1.72% | 0.59 CHF | 0.60 CHF | 225'000 | 225'000 | 225'000 | 225'000 | 130'083 CHF | 132'333 CHF | 100.00% | 100.00% |
14.05.2024 | 1.77% | 0.60 CHF | 0.61 CHF | 225'000 | 225'000 | 227'143 | 227'130 | 127'110 CHF | 129'374 CHF | 99.80% | 99.80% |
13.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 244'505 | 244'538 | 131'128 CHF | 133'591 CHF | 100.00% | 100.00% |
10.05.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 250'000 | 250'000 | 250'365 | 250'366 | 119'673 CHF | 122'177 CHF | 100.00% | 100.00% |
08.05.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 275'000 | 275'000 | 275'360 | 275'360 | 111'986 CHF | 114'739 CHF | 100.00% | 100.00% |
07.05.2024 | 2.91% | 0.37 CHF | 0.38 CHF | 300'000 | 300'000 | 308'764 | 308'762 | 104'488 CHF | 107'575 CHF | 99.82% | 99.82% |
06.05.2024 | 3.13% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 329'665 | 329'648 | 103'820 CHF | 107'111 CHF | 99.77% | 99.77% |
03.05.2024 | 3.05% | 0.29 CHF | 0.30 CHF | 350'000 | 350'000 | 328'501 | 328'501 | 106'210 CHF | 109'495 CHF | 100.00% | 100.00% |
02.05.2024 | 2.81% | 0.34 CHF | 0.35 CHF | 325'000 | 325'000 | 315'522 | 315'521 | 110'845 CHF | 114'000 CHF | 100.00% | 100.00% |