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 | 3.34% | 0.30 CHF | 0.31 CHF | 760'000 | 760'000 | 375'624 | 375'624 | 114'560 CHF | 118'344 CHF | 100.00% | 100.00% |
15.05.2024 | 3.47% | 0.31 CHF | 0.32 CHF | 760'000 | 760'000 | 372'836 | 372'836 | 111'707 CHF | 115'468 CHF | 100.00% | 100.00% |
14.05.2024 | 3.25% | 0.30 CHF | 0.31 CHF | 740'000 | 740'000 | 381'982 | 381'982 | 118'286 CHF | 122'123 CHF | 100.00% | 100.00% |
13.05.2024 | 3.14% | 0.31 CHF | 0.32 CHF | 760'000 | 760'000 | 386'155 | 386'155 | 123'689 CHF | 127'569 CHF | 99.86% | 99.86% |
10.05.2024 | 3.20% | 0.34 CHF | 0.35 CHF | 790'000 | 790'000 | 376'499 | 376'499 | 121'145 CHF | 124'927 CHF | 100.00% | 100.00% |
08.05.2024 | 3.19% | 0.32 CHF | 0.33 CHF | 760'000 | 760'000 | 374'014 | 374'014 | 120'202 CHF | 123'962 CHF | 96.51% | 96.51% |
07.05.2024 | 3.41% | 0.30 CHF | 0.31 CHF | 740'000 | 740'000 | 360'964 | 360'964 | 108'385 CHF | 112'013 CHF | 97.41% | 97.41% |
06.05.2024 | 3.43% | 0.30 CHF | 0.31 CHF | 730'000 | 730'000 | 361'984 | 361'984 | 105'912 CHF | 109'546 CHF | 98.41% | 98.41% |
03.05.2024 | 3.29% | 0.32 CHF | 0.33 CHF | 750'000 | 750'000 | 362'986 | 362'986 | 111'648 CHF | 115'294 CHF | 99.96% | 99.96% |
02.05.2024 | 3.33% | 0.32 CHF | 0.33 CHF | 730'000 | 730'000 | 358'765 | 358'765 | 111'334 CHF | 114'938 CHF | 100.00% | 100.00% |