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 | 1.74% | 0.61 CHF | 0.62 CHF | 255'000 | 255'000 | 109'378 | 109'378 | 64'054 CHF | 65'152 CHF | 100.00% | 100.00% |
15.05.2024 | 1.89% | 0.57 CHF | 0.58 CHF | 260'000 | 260'000 | 110'556 | 110'556 | 60'162 CHF | 61'270 CHF | 100.00% | 100.00% |
14.05.2024 | 2.07% | 0.48 CHF | 0.49 CHF | 270'000 | 270'000 | 114'458 | 114'458 | 55'625 CHF | 56'772 CHF | 99.89% | 99.89% |
13.05.2024 | 2.13% | 0.49 CHF | 0.50 CHF | 270'000 | 270'000 | 113'522 | 113'522 | 54'405 CHF | 55'542 CHF | 100.00% | 100.00% |
10.05.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 275'000 | 275'000 | 116'836 | 116'836 | 50'665 CHF | 51'835 CHF | 100.00% | 100.00% |
08.05.2024 | 2.37% | 0.43 CHF | 0.44 CHF | 275'000 | 275'000 | 113'816 | 113'816 | 48'870 CHF | 50'010 CHF | 99.06% | 99.06% |
07.05.2024 | 2.24% | 0.45 CHF | 0.46 CHF | 275'000 | 275'000 | 115'917 | 115'917 | 52'118 CHF | 53'280 CHF | 99.67% | 99.67% |
06.05.2024 | 2.46% | 0.43 CHF | 0.44 CHF | 275'000 | 275'000 | 116'370 | 116'370 | 48'884 CHF | 50'049 CHF | 100.00% | 100.00% |
03.05.2024 | 3.12% | 0.32 CHF | 0.33 CHF | 290'000 | 290'000 | 122'786 | 122'786 | 40'192 CHF | 41'422 CHF | 99.85% | 99.85% |
02.05.2024 | 3.50% | 0.29 CHF | 0.30 CHF | 295'000 | 295'000 | 123'599 | 123'599 | 34'819 CHF | 36'057 CHF | 99.99% | 99.99% |