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 | 2.95% | 0.35 CHF | 0.36 CHF | 162'000 | 162'000 | 161'860 | 161'860 | 54'150 CHF | 55'770 CHF | 100.00% | 100.00% |
15.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 160'000 | 160'000 | 159'813 | 159'813 | 48'547 CHF | 50'148 CHF | 100.00% | 100.00% |
14.05.2024 | 3.10% | 0.29 CHF | 0.30 CHF | 160'000 | 160'000 | 161'242 | 161'242 | 51'395 CHF | 53'008 CHF | 100.00% | 100.00% |
13.05.2024 | 2.92% | 0.33 CHF | 0.34 CHF | 162'000 | 162'000 | 162'000 | 162'000 | 54'610 CHF | 56'230 CHF | 99.87% | 99.87% |
10.05.2024 | 2.57% | 0.36 CHF | 0.37 CHF | 162'000 | 162'000 | 163'777 | 163'777 | 63'047 CHF | 64'685 CHF | 100.00% | 100.00% |
08.05.2024 | 2.21% | 0.45 CHF | 0.46 CHF | 166'000 | 166'000 | 166'000 | 166'000 | 74'332 CHF | 75'992 CHF | 98.93% | 98.93% |
07.05.2024 | 1.93% | 0.49 CHF | 0.50 CHF | 168'000 | 168'000 | 168'190 | 168'190 | 86'457 CHF | 88'140 CHF | 99.89% | 99.89% |
06.05.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 170'000 | 170'000 | 169'790 | 169'790 | 93'458 CHF | 95'156 CHF | 100.00% | 100.00% |
03.05.2024 | 1.80% | 0.58 CHF | 0.59 CHF | 170'000 | 170'000 | 169'926 | 169'926 | 93'428 CHF | 95'127 CHF | 99.98% | 99.98% |
02.05.2024 | 1.89% | 0.53 CHF | 0.54 CHF | 168'000 | 168'000 | 168'499 | 168'499 | 88'585 CHF | 90'270 CHF | 98.58% | 98.58% |