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 | 1.69% | 0.59 CHF | 0.60 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 220'015 CHF | 223'765 CHF | 100.00% | 100.00% |
17.05.2024 | 1.70% | 0.57 CHF | 0.58 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 218'811 CHF | 222'561 CHF | 100.00% | 100.00% |
16.05.2024 | 1.79% | 0.54 CHF | 0.55 CHF | 375'000 | 375'000 | 375'260 | 375'260 | 207'722 CHF | 211'474 CHF | 99.83% | 99.83% |
15.05.2024 | 1.71% | 0.59 CHF | 0.60 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 217'814 CHF | 221'564 CHF | 100.00% | 100.00% |
14.05.2024 | 1.74% | 0.59 CHF | 0.60 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 213'617 CHF | 217'367 CHF | 99.76% | 99.76% |
13.05.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 375'000 | 375'000 | 380'303 | 380'304 | 210'728 CHF | 214'531 CHF | 100.00% | 100.00% |
10.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 400'000 | 400'000 | 399'997 | 400'000 | 206'596 CHF | 210'597 CHF | 100.00% | 100.00% |
08.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 400'000 | 400'000 | 409'024 | 409'026 | 191'783 CHF | 195'875 CHF | 100.00% | 100.00% |
07.05.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 425'000 | 425'000 | 430'303 | 430'303 | 181'318 CHF | 185'621 CHF | 99.82% | 99.82% |
06.05.2024 | 2.47% | 0.38 CHF | 0.39 CHF | 450'000 | 450'000 | 450'000 | 450'000 | 179'928 CHF | 184'428 CHF | 99.77% | 99.77% |