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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 2.10% | 0.50 CHF | 0.51 CHF | 310'000 | 310'000 | 170'868 | 170'868 | 82'573 CHF | 84'284 CHF | 100.00% | 100.00% |
23.05.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 310'000 | 310'000 | 168'146 | 168'146 | 88'693 CHF | 90'384 CHF | 100.00% | 100.00% |
22.05.2024 | 1.88% | 0.51 CHF | 0.52 CHF | 310'000 | 310'000 | 167'773 | 167'773 | 89'158 CHF | 90'839 CHF | 100.00% | 100.00% |
21.05.2024 | 1.92% | 0.54 CHF | 0.55 CHF | 305'000 | 305'000 | 170'057 | 170'057 | 90'121 CHF | 91'826 CHF | 99.52% | 99.52% |
17.05.2024 | 2.12% | 0.50 CHF | 0.51 CHF | 310'000 | 310'000 | 173'309 | 173'309 | 83'301 CHF | 85'037 CHF | 99.33% | 99.33% |
16.05.2024 | 2.22% | 0.48 CHF | 0.49 CHF | 315'000 | 315'000 | 174'980 | 174'980 | 80'354 CHF | 82'110 CHF | 100.00% | 100.00% |
15.05.2024 | 2.42% | 0.43 CHF | 0.44 CHF | 320'000 | 320'000 | 176'058 | 176'058 | 74'466 CHF | 76'234 CHF | 100.00% | 100.00% |
14.05.2024 | 2.58% | 0.40 CHF | 0.41 CHF | 320'000 | 320'000 | 178'436 | 178'436 | 70'081 CHF | 71'869 CHF | 100.00% | 100.00% |
13.05.2024 | 3.06% | 0.34 CHF | 0.35 CHF | 330'000 | 330'000 | 177'925 | 177'925 | 58'340 CHF | 60'123 CHF | 99.98% | 99.98% |
10.05.2024 | 2.57% | 0.38 CHF | 0.39 CHF | 325'000 | 325'000 | 178'486 | 178'486 | 69'369 CHF | 71'158 CHF | 100.00% | 100.00% |