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 | 2.49% | 0.36 CHF | 0.37 CHF | 360'000 | 360'000 | 351'653 | 351'653 | 140'145 CHF | 143'664 CHF | 100.00% | 100.00% |
15.05.2024 | 2.39% | 0.43 CHF | 0.44 CHF | 350'000 | 350'000 | 348'453 | 348'453 | 145'012 CHF | 148'504 CHF | 99.99% | 99.99% |
14.05.2024 | 2.07% | 0.43 CHF | 0.44 CHF | 350'000 | 350'000 | 342'630 | 342'630 | 164'567 CHF | 167'995 CHF | 100.00% | 100.00% |
13.05.2024 | 2.24% | 0.46 CHF | 0.47 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 154'097 CHF | 157'582 CHF | 99.88% | 99.88% |
10.05.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 350'000 | 350'000 | 348'557 | 348'557 | 145'966 CHF | 149'451 CHF | 100.00% | 100.00% |
08.05.2024 | 2.74% | 0.36 CHF | 0.37 CHF | 360'000 | 360'000 | 358'426 | 358'426 | 129'215 CHF | 132'800 CHF | 98.93% | 98.93% |
07.05.2024 | 2.88% | 0.38 CHF | 0.39 CHF | 360'000 | 360'000 | 358'237 | 358'237 | 122'922 CHF | 126'508 CHF | 99.89% | 99.89% |
06.05.2024 | 3.00% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 362'297 | 362'297 | 119'048 CHF | 122'671 CHF | 100.00% | 100.00% |
03.05.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 370'000 | 370'000 | 364'925 | 364'925 | 117'527 CHF | 121'177 CHF | 99.93% | 99.93% |
02.05.2024 | 2.70% | 0.33 CHF | 0.34 CHF | 360'000 | 360'000 | 358'495 | 358'495 | 131'065 CHF | 134'650 CHF | 98.61% | 98.61% |