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 | 1.95% | 0.49 CHF | 0.50 CHF | 325'000 | 325'000 | 326'555 | 326'556 | 165'655 CHF | 168'921 CHF | 99.84% | 99.84% |
15.05.2024 | 1.83% | 0.54 CHF | 0.55 CHF | 325'000 | 325'000 | 325'000 | 325'000 | 175'919 CHF | 179'169 CHF | 100.00% | 100.00% |
14.05.2024 | 1.87% | 0.55 CHF | 0.56 CHF | 325'000 | 325'000 | 324'992 | 325'000 | 172'355 CHF | 175'609 CHF | 99.79% | 99.79% |
13.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 325'000 | 325'000 | 329'474 | 329'475 | 168'859 CHF | 172'154 CHF | 100.00% | 100.00% |
10.05.2024 | 2.09% | 0.50 CHF | 0.51 CHF | 350'000 | 350'000 | 350'363 | 350'363 | 166'123 CHF | 169'627 CHF | 100.00% | 100.00% |
08.05.2024 | 2.33% | 0.42 CHF | 0.43 CHF | 375'000 | 375'000 | 375'705 | 375'716 | 159'126 CHF | 162'888 CHF | 100.00% | 100.00% |
07.05.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 400'000 | 400'000 | 410'825 | 410'826 | 154'609 CHF | 158'718 CHF | 99.79% | 99.79% |
06.05.2024 | 2.73% | 0.34 CHF | 0.35 CHF | 450'000 | 450'000 | 429'664 | 429'664 | 155'101 CHF | 159'397 CHF | 99.77% | 99.77% |
03.05.2024 | 2.67% | 0.35 CHF | 0.36 CHF | 450'000 | 450'000 | 427'739 | 427'739 | 158'034 CHF | 162'311 CHF | 100.00% | 100.00% |
02.05.2024 | 2.53% | 0.39 CHF | 0.40 CHF | 425'000 | 425'000 | 411'601 | 411'600 | 160'718 CHF | 164'834 CHF | 100.00% | 100.00% |