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 | 3.40% | 0.30 CHF | 0.31 CHF | 760'000 | 760'000 | 375'670 | 375'670 | 112'722 CHF | 116'505 CHF | 100.00% | 100.00% |
15.05.2024 | 3.55% | 0.31 CHF | 0.32 CHF | 760'000 | 760'000 | 372'833 | 372'833 | 109'574 CHF | 113'334 CHF | 100.00% | 100.00% |
14.05.2024 | 3.28% | 0.28 CHF | 0.30 CHF | 740'000 | 740'000 | 381'998 | 381'998 | 117'017 CHF | 120'854 CHF | 100.00% | 100.00% |
13.05.2024 | 3.15% | 0.31 CHF | 0.32 CHF | 760'000 | 760'000 | 386'153 | 386'153 | 123'226 CHF | 127'106 CHF | 99.86% | 99.86% |
10.05.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 790'000 | 790'000 | 376'551 | 376'551 | 121'250 CHF | 125'032 CHF | 100.00% | 100.00% |
08.05.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 760'000 | 760'000 | 374'021 | 374'021 | 119'627 CHF | 123'387 CHF | 96.51% | 96.51% |
07.05.2024 | 3.51% | 0.29 CHF | 0.30 CHF | 740'000 | 740'000 | 361'146 | 361'146 | 105'602 CHF | 109'230 CHF | 97.37% | 97.37% |
06.05.2024 | 3.55% | 0.29 CHF | 0.30 CHF | 730'000 | 730'000 | 361'977 | 361'977 | 102'400 CHF | 106'034 CHF | 98.41% | 98.41% |
03.05.2024 | 3.34% | 0.31 CHF | 0.32 CHF | 750'000 | 750'000 | 362'963 | 362'963 | 109'648 CHF | 113'293 CHF | 99.95% | 99.95% |
02.05.2024 | 3.38% | 0.32 CHF | 0.33 CHF | 730'000 | 730'000 | 358'762 | 358'762 | 109'763 CHF | 113'367 CHF | 99.99% | 99.99% |