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 | 2.43% | 0.44 CHF | 0.45 CHF | 760'000 | 760'000 | 379'658 | 379'658 | 159'221 CHF | 163'045 CHF | 100.00% | 100.00% |
15.05.2024 | 2.20% | 0.43 CHF | 0.44 CHF | 740'000 | 740'000 | 359'521 | 359'521 | 164'499 CHF | 168'125 CHF | 100.00% | 100.00% |
14.05.2024 | 2.45% | 0.49 CHF | 0.50 CHF | 770'000 | 770'000 | 390'147 | 390'147 | 166'735 CHF | 170'655 CHF | 100.00% | 100.00% |
13.05.2024 | 2.69% | 0.42 CHF | 0.43 CHF | 840'000 | 840'000 | 420'040 | 420'040 | 163'686 CHF | 167'907 CHF | 99.86% | 99.86% |
10.05.2024 | 2.47% | 0.37 CHF | 0.38 CHF | 810'000 | 810'000 | 388'994 | 388'994 | 157'765 CHF | 161'673 CHF | 100.00% | 100.00% |
08.05.2024 | 2.25% | 0.45 CHF | 0.46 CHF | 730'000 | 730'000 | 357'678 | 357'678 | 160'932 CHF | 164'527 CHF | 96.52% | 96.52% |
07.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 660'000 | 660'000 | 322'374 | 322'374 | 172'581 CHF | 175'822 CHF | 97.42% | 97.42% |
06.05.2024 | 1.80% | 0.56 CHF | 0.57 CHF | 680'000 | 680'000 | 335'702 | 335'702 | 191'960 CHF | 195'330 CHF | 98.37% | 98.37% |
03.05.2024 | 1.90% | 0.52 CHF | 0.53 CHF | 700'000 | 700'000 | 336'878 | 336'878 | 182'405 CHF | 185'789 CHF | 99.96% | 99.96% |
02.05.2024 | 1.79% | 0.53 CHF | 0.54 CHF | 680'000 | 680'000 | 334'695 | 334'695 | 187'091 CHF | 190'453 CHF | 99.95% | 99.95% |