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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 2.26% | 0.44 CHF | 0.45 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 135'382 CHF | 138'482 CHF | 100.00% | 100.00% |
16.05.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 310'000 | 310'000 | 309'551 | 309'551 | 120'880 CHF | 123'980 CHF | 100.00% | 100.00% |
15.05.2024 | 2.61% | 0.40 CHF | 0.41 CHF | 310'000 | 310'000 | 309'431 | 309'431 | 117'404 CHF | 120'504 CHF | 100.00% | 100.00% |
14.05.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 310'000 | 310'000 | 310'000 | 310'000 | 115'396 CHF | 118'496 CHF | 100.00% | 100.00% |
13.05.2024 | 2.79% | 0.37 CHF | 0.38 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 113'039 CHF | 116'239 CHF | 100.00% | 100.00% |
10.05.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 111'039 CHF | 114'239 CHF | 100.00% | 100.00% |
08.05.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 320'000 | 320'000 | 319'884 | 319'884 | 109'104 CHF | 112'304 CHF | 99.29% | 99.29% |
07.05.2024 | 2.89% | 0.35 CHF | 0.36 CHF | 320'000 | 320'000 | 319'495 | 319'495 | 109'318 CHF | 112'518 CHF | 99.94% | 99.94% |
06.05.2024 | 3.03% | 0.33 CHF | 0.34 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 103'903 CHF | 107'103 CHF | 100.00% | 100.00% |
03.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 320'000 | 320'000 | 320'000 | 320'000 | 102'746 CHF | 105'946 CHF | 98.78% | 98.78% |